R: Expected length for binomial confidence intervals
binom.length
R Documentation
Expected length for binomial confidence intervals
Description
Determines the expected length for a binomial confidence interval.
Usage
binom.length(p, n, conf.level = 0.95, method = "all", ...)
Arguments
p
The (true) probability of success in a binomial experiment.
n
Vector of number of independent trials in the binomial experiment.
conf.level
The level of confidence to be used in the confidence interval.
method
Either a character string to be passed to
binom.confint or a function that computes the upper
and lower confidence bound for a binomial proportion. If a function
is supplied, the first three arguments must be the same as
binom.confint and the return value of the function
must be a data.frame with column headers "method",
"lower" and "upper". See binom.confint
for available methods. Default is "all".
...
Additional parameters to be passed to
binom.confint. Only used when method is either
"bayes" or "profile"
Details
Derivations are based on the results given in the references. Methods
whose length probabilities are consistently closer to 0.95 are more
desireable. Thus, Wilson's, logit, and cloglog appear to be good for
this sample size, while Jeffreys, asymptotic, and prop.test are
poor. Jeffreys is a variation of Bayes using prior shape parameters of
0.5 and having equal probabilities in the tail. The Jeffreys'
equal-tailed interval was created using binom.bayes using (0.5,0.5) as
the prior shape parameters and type = "central".
Value
A data.frame containing the "method" used, "n", "p",
and the average length, L(p,n).
Author(s)
Sundar Dorai-Raj (sdorairaj@gmail.com)
References
L.D. Brown, T.T. Cai and A. DasGupta (2001), Interval
estimation for a binomial proportion (with discussion), Statistical
Science, 16:101-133.
L.D. Brown, T.T. Cai and A. DasGupta (2002), Confidence Intervals for
a Binomial Proportion and Asymptotic Expansions, Annals of Statistics,
30:160-201.