The Annals of Statistics

On construction of the smallest one-sided confidence interval for the difference of two proportions

Weizhen Wang

Full-text: Open access

Abstract

For any class of one-sided 1−α confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the difference of two proportions of two independent binomial random variables, is constructed based on a direct analysis of coverage probability function. A special ordering on the confidence limit is developed and the corresponding smallest confidence interval is derived. This interval is then applied to identify the minimum effective dose (MED) for binary data in dose-response studies, and a multiple test procedure that controls the familywise error rate at level α is obtained. A generalization of constructing the smallest one-sided confidence interval to other discrete sample spaces is discussed in the presence of nuisance parameters.

Article information

Source
Ann. Statist., Volume 38, Number 2 (2010), 1227-1243.

Dates
First available in Project Euclid: 19 February 2010

Permanent link to this document
https://projecteuclid.org/euclid.aos/1266586628

Digital Object Identifier
doi:10.1214/09-AOS744

Mathematical Reviews number (MathSciNet)
MR2604711

Zentralblatt MATH identifier
1183.62054

Subjects
Primary: 62F25: Tolerance and confidence regions
Secondary: 62J15: Paired and multiple comparisons 62P10: Applications to biology and medical sciences

Keywords
Binomial distribution coverage probability minimum effective dose multiple tests Poisson distribution set inclusion

Citation

Wang, Weizhen. On construction of the smallest one-sided confidence interval for the difference of two proportions. Ann. Statist. 38 (2010), no. 2, 1227--1243. doi:10.1214/09-AOS744. https://projecteuclid.org/euclid.aos/1266586628


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