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david_arteta

Community Trekker

Joined:

Oct 28, 2014

clopper-pearson confidence interval for proportion

Hi group!

is there functionality in JMP 11 for calculation of Clopper-Pearson exact confidence intervals for a proportion?

If I am not wrong, the manual only mentions this method for sample size calculations.

Thanks,

Dave

1 ACCEPTED SOLUTION

Accepted Solutions
mpb

Super User

Joined:

Jun 23, 2011

Solution

Re: clopper-pearson confidence interval for proportion

You can build the formulas in JMP for upper and lower confidence limits (2-sided or 1-sided) following Hahn and Meeker's book Statistical Intervals sections 6.2.2 and 6.2.5. Very useful book.

Lower 2-sided 100(1-alpha)% confidence limit for p = x/n:

8755_pastedImage_0.png

Upper 2-sided 100(1-alpha)% confidence limit for p = x/n:

8756_pastedImage_1.png

For 1-sided limits replace alpha/2 by alpha.

3 REPLIES
mpb

Super User

Joined:

Jun 23, 2011

Solution

Re: clopper-pearson confidence interval for proportion

You can build the formulas in JMP for upper and lower confidence limits (2-sided or 1-sided) following Hahn and Meeker's book Statistical Intervals sections 6.2.2 and 6.2.5. Very useful book.

Lower 2-sided 100(1-alpha)% confidence limit for p = x/n:

8755_pastedImage_0.png

Upper 2-sided 100(1-alpha)% confidence limit for p = x/n:

8756_pastedImage_1.png

For 1-sided limits replace alpha/2 by alpha.

Kevin_Anderson

Community Trekker

Joined:

Jun 5, 2014

Re: clopper-pearson confidence interval for proportion

This is probably going to open a can of worms, but that's never stopped me before... 

The Clopper-Pearson confidence intervals have been shown (Agresti, A. and Coull, B.A.(1998); "Approximate is Better Than Exact for Interval Estimation of Binomial Proportions"; The American Statistician Vol. 52 No .2; pp. 119-126) to have coverage probabilities that are overly conservative, especially in the tails.

That paper recommends Wilson Score Intervals, which are calculated natively in JMP in the Distribution platform.  Since I usually find myself thinking about "average" coverage performance of confidence intervals, and not "worst-possible" coverage performance, I tend to prefer the Wilson Score CI's.

Clopper-Pearson is the historical "gold standard", but I recommend you cast off the yoke of convention and go Wilson Score.  Plus, no formulae are required.

david_arteta

Community Trekker

Joined:

Oct 28, 2014

Re: clopper-pearson confidence interval for proportion

Dear Kevin,

thanks for your suggestion. I have calculated Wilson Score CI's previously, but sometimes it is a matter of who is to review the information and their preferences. Such is the case of some regulatory bodies, and, unfortunately, I am in no position to argue.

Best,

Dave