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Super User mpb
Super User

Re: Confidence Intervals using a Binomial Distribution

> +1 on that. I'm an Adjusted Wald fan, personally.

From the JMP docs:

The Confidence Intervals option generates the Score Confidence Intervals table, like the one shown here. The score confidence interval is recommended because it tends to have better coverage probabilities (1 - α), especially with smaller sample sizes (Agresti and Coull 1998).

Not sure if that's the same as the Adjusted Wald calcs. I should go back and read the references I listed! The first ref has some very interesting plots showing actual coverage.

Michael
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thechadd
Community Trekker

Re: Confidence Intervals using a Binomial Distribution

Adj Wald is great for small sample sizes, and converges with most other methods with large ones. I have a couple papers *scanned* that discuss it, but a quick google search has some detail on it:
http://www.measuringusability.com/wald.htm
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mpb
Super User mpb
Super User

Re: Confidence Intervals using a Binomial Distribution

Ok, here are the upper and lower bound formulas for a two sided confidence interval:




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style="font-size: 10pt; font-family: "Courier New"; color: navy;">:

style="font-size: 10pt; font-family: "Courier New"; color: black;">Fail





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(

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style="font-size: 10pt; font-family: "Courier New"; color: black;">)

style="font-size: 10pt; font-family: "Courier New"; color: navy;">;




Note: When :Fail = 0 the lower limit is defined as 0. When :Fail = 1 the upper limit is defined as 1. Need to conditionally define the two column formulas.


Message was edited by: mpb
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