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Interval Estimation for Binomial Proportion, Poisson Mean, and Negative –binomial Mean
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2012 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

This paper studies the interval estimation of three discrete distributions: thebinomial distribution, the Poisson distribution and the negative-binomialdistribution. The problem is the chaotic behavior of the coverage probabilityfor the Wald interval. To solve this problem, alternative confidence intervals areintroduced. Coverage probability and expected length are chosen to be thecriteria evaluating the intervals.In this paper, I firstly tested the chaotic behavior of the coverageprobability for the Wald interval, and introduced the alternative confidenceintervals. Then I calculated the coverage probability and expected length forthose intervals, made comparisons and recommended confidence intervals forthe three cases. This paper also discussed the relationship among the threediscrete distributions, and in the end illustrated the applications on binomialand Poisson data with brief examples.

Place, publisher, year, edition, pages
2012. , 35 p.
Keyword [en]
interval estimation, coverage probability, expected length
National Category
Probability Theory and Statistics
URN: urn:nbn:se:uu:diva-175767OAI: diva2:532980
Subject / course
Educational program
Master Programme in Statistics
2012-06-01, A144, Ekonomikum, Uppsala, 15:00 (English)
Social and Behavioural Science, Law
Available from: 2012-06-25 Created: 2012-06-12 Last updated: 2012-06-25Bibliographically approved

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