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Confidence intervals for average success probabilities

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Publication:2787068

zbMATH Open1331.62173arXiv1403.0229MaRDI QIDQ2787068

Author name not available (Why is that?)

Publication date: 24 February 2016

Published in: (Search for Journal in Brave)

Abstract: We provide Buehler-optimal one-sided and some valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes. Contrary to some claims in the literature, the one-sided Clopper-Pearson intervals for the homogeneous case are not completely robust here, not even if applied to hypergeometric estimation problems.


Full work available at URL: https://arxiv.org/abs/1403.0229



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