The University of Southampton
University of Southampton Institutional Repository

Construction of fixed width confidence intervals for a Bernoulli success probability using sequential sampling: a simulation study

Zhou, Sanyu and Liu, Wei (2011) Construction of fixed width confidence intervals for a Bernoulli success probability using sequential sampling: a simulation study Journal of Statistical Computation and Simulation, 81, (11), pp. 1483-1493. (doi:10.1080/00949655.2010.492473).

Record type: Article

Abstract

This article considers the construction of level 1?? fixed width 2d confidence intervals for a Bernoulli success probability p, assuming no prior knowledge about p and so p can be anywhere in the interval [0, 1]. It is shown that some fixed width 2d confidence intervals that combine sequential sampling of Hall [Asymptotic theory of triple sampling for sequential estimation of a mean, Ann. Stat. 9 (1981), pp. 1229–1238] and fixed-sample-size confidence intervals of Agresti and Coull [Approximate is better than ‘exact’ for interval estimation of binomial proportions, Am. Stat. 52 (1998), pp. 119–126], Wilson [Probable inference, the law of succession, and statistical inference, J. Am. Stat. Assoc. 22 (1927), pp. 209–212] and Brown et al. [Interval estimation for binomial proportion (with discussion), Stat. Sci. 16 (2001), pp. 101–133] have close to 1?? confidence level. These sequential confidence intervals require a much smaller sample size than a fixed-sample-size confidence interval. For the coin jamming example considered, a fixed-sample-size confidence interval requires a sample size of 9457, while a sequential confidence interval requires a sample size that rarely exceeds 2042

Full text not available from this repository.

More information

e-pub ahead of print date: 24 October 2011
Published date: 2011
Organisations: Statistics

Identifiers

Local EPrints ID: 337145
URI: http://eprints.soton.ac.uk/id/eprint/337145
ISSN: 0094-9655
PURE UUID: 9c2d8fb1-88c0-4b80-8384-c8cb6e0e5d1e
ORCID for Wei Liu: ORCID iD orcid.org/0000-0002-4719-0345

Catalogue record

Date deposited: 19 Apr 2012 13:46
Last modified: 18 Jul 2017 06:04

Export record

Altmetrics

Contributors

Author: Sanyu Zhou
Author: Wei Liu ORCID iD

University divisions

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×