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On Matching Confidence Intervals and Tests for Some Discrete Distributions: Methodological and Computational Aspects
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SYSNO ASEP 0523899 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title On Matching Confidence Intervals and Tests for Some Discrete Distributions: Methodological and Computational Aspects Author(s) Klaschka, Jan (UIVT-O) RID, SAI, ORCID
Reiczigel, J. (HU)Source Title Computational Statistics. - : Springer - ISSN 0943-4062
Roč. 36, č. 3 (2021), s. 1775-1790Number of pages 16 s. Publication form Print - P Language eng - English Country DE - Germany Keywords Exact test ; Sterne’s and Blaker’s exact confidence interval ; Binomial model ; Poisson model ; Computational algorithm Subject RIV BB - Applied Statistics, Operational Research OECD category Statistics and probability Method of publishing Open access Institutional support UIVT-O - RVO:67985807 UT WOS 000527504000002 EID SCOPUS 85083873743 DOI 10.1007/s00180-020-00986-0 Annotation Exact two-tailed tests and two-sided confidence intervals (CIs) for a binomial proportion or Poisson parameter by Sterne (Biometrika 41:117–129, 1954) or Blaker (Can J Stat 28(4):783–798, 2000) are successful in reducing conservatism of the Clopper–Pearson method. However, the methods suffer from an inconsistency between the tests and the corresponding CIs: In some cases, a parameter value is rejected by the test, though it lies in the CI. The problem results from non-unimodality of the test p value functions. We propose a slight modification of the tests that avoids the inconsistency, while preserving nestedness and exactness. Fast and accurate algorithms for both the test modification and calculation of confidence bounds are presented together with their theoretical background. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2022 Electronic address http://hdl.handle.net/11104/0308179
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