Fixed-Width Sequential Confidence Intervals for a Proportion
Fixed-Width Sequential Confidence Intervals for a Proportion
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比例的固定宽度顺序置信区间
DOI：
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发表时间：
2010
期刊：
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通讯作者：
J. Frey
中科院分区：
文献类型：
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作者：
J. Frey
比例p的固定样本大小置信区间的宽度取决于观察到的成功次数。在这篇文章中，我们开发了连续的方法来获得p的固定宽度置信区间。这些方法是精确的，置信区间具有简单的形式[max（0，p <$−h），min（1，p <$+h）]，其中p <$是观察到的比例，h是用户选择的半宽度。我们考虑四种可能的停止规则获得的间隔，我们发现，一个规则的基础上估计的方差p似乎执行最好的平均运行长度和覆盖概率。新的序贯置信区间方法提供了一种有效的方法，以获得所需的精度在抽样调查和蒙特卡罗模拟研究，而不做过多的运行。补充材料可在线查阅。
Fixed-sample-size confidence intervals for a proportion p have widths that vary depending on the observed number of successes. In this article, we develop sequential methods for obtaining fixed-width confidence intervals for p. These methods are exact, and the confidence intervals have the simple form [max(0, p̂−h), min(1, p̂+h)], where p̂ is the observed proportion and h is a user-chosen half-width. We consider four possible stopping rules for obtaining the intervals, and we find that a rule based on estimating the variance of p̂ seems to perform best in terms of average run length and coverage probability. The new sequential confidence interval methods provide a valid way to obtain the desired accuracy in sample surveys and Monte Carlo simulation studies without doing excessively many runs. Supplementary material is available online.