• 제목/요약/키워드: Exact confidence interval

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Choosing between the Exact and the Approximate Confidence Intervals: For the Difference of Two Independent Binomial Proportions

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.363-372
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    • 2009
  • The difference of two independent binomial proportions is frequently of interest in biomedical research. The interval estimation may be an important tool for the inferential problem. Many confidence intervals have been proposed. They can be classified into the class of exact confidence intervals or the class of approximate confidence intervals. Ore may prefer exact confidence interval s in that they guarantee the minimum coverage probability greater than the nominal confidence level. However, someone, for example Agresti and Coull (1998) claims that "approximation is better than exact." It seems that when sample size is large, the approximate interval is more preferable to the exact interval. However, the choice is not clear when sample, size is small. In this note, an exact confidence and an approximate confidence interval, which were recommended by Santner et al. (2007) and Lee (2006b), respectively, are compared in terms of the coverage probability and the expected length.

중첩오차를 갖는 중회귀모형에서 분산의 신뢰구간 (Confidence intervals on variance components in multiple regression model with one-fold nested error strucutre)

  • 박동준
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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    • pp.495-498
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    • 1996
  • Regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is based on Ting et al. (1990) method. Computer simulation is provided to show that the approximate confidence interval maintains the stated confidence coefficient.

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Confidence Intervals on Variance Components in Two Stage Regression Model

  • Park, Dong-Joon
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.29-36
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    • 1996
  • In regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is vased on Ting et al. (1990) method. Computer simulation is procided to show that the approximate confidence interval maintains the stated confidence coeffient.

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Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk;Kim, Sooyeon
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.277-289
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    • 2003
  • We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

Confidence Intervals for a Proportion in Finite Population Sampling

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.501-509
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    • 2009
  • Recently the interval estimation of binomial proportions is revisited in various literatures. This is mainly due to the erratic behavior of the coverage probability of the well-known Wald confidence interval. Various alternatives have been proposed. Among them, the Agresti-Coull confidence interval, the Wilson confidence interval and the Bayes confidence interval resulting from the noninformative Jefferys prior were recommended by Brown et al. (2001). However, unlike the binomial distribution case, little is known about the properties of the confidence intervals in finite population sampling. In this note, the property of confidence intervals is investigated in anile population sampling.

실제포함확률을 이용한 초기하분포 모수의 근사신뢰구간 추정에 관한 모의실험 연구 (A simulation study for the approximate confidence intervals of hypergeometric parameter by using actual coverage probability)

  • 김대학
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1175-1182
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    • 2011
  • 본 연구는 초기하분포의 모수, 즉 성공의 확률에 대한 신뢰구간추정에 대하여 설펴보았다. 초기하분포의 성공의 확률에 대한 신뢰구간은 일반적으로 잘 알려져 있지 않으나 그 응용성과 활용성의 측면에서 신뢰구간의 추정은 상당히 중요하다. 본 논문에서는 초기하분포의 성공의 확률에 대한 정확신뢰구간과 이항분포와 정규분포에 의한 근사신뢰구간을 소개하고 여러 가지 모집단의 크기와 표본 수에 대하여, 그리고 몇 가지 관찰값에 대한 정확신뢰구간과 근사신뢰구간을 계산하고 소 표본의 경우에 모의실험을 통하여 실제포함확률의 측면에서 살펴보았다.

모비율 차이의 신뢰구간들에 대한 비교연구 (A Comparison of Confidence Intervals for the Difference of Proportions)

  • 정형철;전명식;김대학
    • 응용통계연구
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    • 제16권2호
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    • pp.377-393
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    • 2003
  • 본 논문에서는 두 모비율의 차에 대한 기존의 신뢰구간들을 소개하고 붓스트랩 신뢰구간도 제안하였다 또한 모비율의 차에 대한 신뢰구간이 가지는 성질로서 근사신뢰구간의 하향추정의 문제와 정확신뢰구간의 상향추정의 문제점들을 확인하였고 평균포함 확률, 구간기대폭 그리고 왜도성 측면에서 종합적인 비교를 하였다. 특히 모수에 대한 사전분포를 가정하여 여러 신뢰구간들이 지니는 특징도 살펴보았다 기존의 신뢰구간들과 제안된 붓스트랩 신뢰구간은 소표본의 모의실험을 통하여 실제 포함확률의 평균을 기준으로 비교되었고 이항분포에서와 같이 정확신뢰구간이 지니는 보수성을 확인할 수 있었다. 신뢰구간의 평균포함확률의 등고선 그림도 소개하였다.

초기하분포의 모수에 대한 신뢰구간추정 (On the actual coverage probability of hypergeometric parameter)

  • 김대학
    • Journal of the Korean Data and Information Science Society
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    • 제21권6호
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    • pp.1109-1115
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    • 2010
  • 본 연구는 질병자료나 사망자수 등과 관련된 자료의 분석에서 가장 많이 사용되는 초기하분포의 모수, 즉 성공의 확률에 대한 신뢰구간추정에 대하여 설펴보았다. 초기하분포의 성공의 확률에 대한 신뢰구간은 일반적으로 잘 알려져 있지 않으나 그 응용성과 활용성의 측면에서 신뢰구간의 추정은 상당히 중요하다. 본 논문에서는 초기하분포의 성공의 확률에 대한 정확신뢰구간을 소개하고 여러 가지 모집단의 크기와 표본수에 대하여, 그리고 몇가지 실현값에 대한 신뢰구간을 유도하고 소표본의 경우에 모의실험을 통하여 실제 포함확률의 측면에서 살펴보았다.

Confidence intervals for the COVID-19 neutralizing antibody retention rate in the Korean population

  • Apio, Catherine;Kamruzzaman, Md.;Park, Taesung
    • Genomics & Informatics
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    • 제18권3호
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    • pp.31.1-31.8
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    • 2020
  • The coronavirus disease 2019 (COVID-19), caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), has become a global pandemic. No specific therapeutic agents or vaccines for COVID-19 are available, though several antiviral drugs, are under investigation as treatment agents for COVID-19. The use of convalescent plasma transfusion that contain neutralizing antibodies for COVID-19 has become the major focus. This requires mass screening of populations for these antibodies. While several countries started reporting population based antibody rate, its simple point estimate may be misinterpreted without proper estimation of standard error and confidence intervals. In this paper, we review the importance of antibody studies and present the 95% confidence intervals COVID-19 antibody rate for the Korean population using two recently performed antibody tests in Korea. Due to the sparsity of data, the estimation of confidence interval is a big challenge. Thus, we consider several confidence intervals using Asymptotic, Exact and Bayesian estimation methods. In this article, we found that the Wald method gives the narrowest interval among all Asymptotic methods whereas mid p-value gives the narrowest among all Exact methods and Jeffrey's method gives the narrowest from Bayesian method. The most conservative 95% confidence interval estimation shows that as of 00:00 on September 15, 2020, at least 32,602 people were infected but not confirmed in Korea.

On Confidence Interval for the Probability of Success

  • Sang-Joon Lee;M. T. Longnecker;Woochul Kim
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.263-269
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    • 1996
  • The somplest approximate confidence interval for the probability of success is the one based on the normal approximation to the binomial distribution, It is widely used in the introductory teaching, and various guidelines for its use with "large" sample have appeared in the literature. This paper suggests a guideline when to use it as an approximation to the exact confidence interval, and comparisons with existing guidelines are provided. provided.

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