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April 2010 On construction of the smallest one-sided confidence interval for the difference of two proportions
Weizhen Wang
Ann. Statist. 38(2): 1227-1243 (April 2010). DOI: 10.1214/09-AOS744

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.

Citation

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Weizhen Wang. "On construction of the smallest one-sided confidence interval for the difference of two proportions." Ann. Statist. 38 (2) 1227 - 1243, April 2010. https://doi.org/10.1214/09-AOS744

Information

Published: April 2010
First available in Project Euclid: 19 February 2010

zbMATH: 1183.62054
MathSciNet: MR2604711
Digital Object Identifier: 10.1214/09-AOS744

Subjects:
Primary: 62F25
Secondary: 62J15 , 62P10

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

Rights: Copyright © 2010 Institute of Mathematical Statistics

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Vol.38 • No. 2 • April 2010
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