Invariant small sample confidence intervals for the difference of two success probabilities
- 1 January 1993
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 22 (1) , 33-59
- https://doi.org/10.1080/03610919308813080
Abstract
An algorithm is proposed for determining 100 × (1 − α)% small-sample confidence intervals for the difference δ≡ p1− p2 of two binomial success probabilities based on n1 and n2 trials, respectively. The interval covers the true δ with probability at least (1 − α) for all 0 < p1, p2 < 1; it is invariant with respect to relabeling of the two populations and with respect to interchanging the outcomes of success and failure intervals. Coverage and expected length comparisons are made with the small sample 100 × (1 − α)% tail intervals of Santner and Snell (1980). A FORTRAN program implementing the algorithm is available from the authorsKeywords
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