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Confidence curves and improved exact confidence intervals for discrete distributions. (English) Zbl 0966.62016
Summary: The author describes a method for improving standard “exact” confidence intervals in discrete distributions with respect to size while retaining correct level. The binomial, negative binomial, hypergeometric, and Poisson distributions are considered explicitly. Contrary to other existing methods, the author’s solution possesses a natural nesting condition: if \(\alpha <\alpha'\), the \(1-\alpha'\) confidence interval is included in the \(1-\alpha\) interval. Nonparametric confidence intervals for a quantile are also considered.

MSC:
62F25 Parametric tolerance and confidence regions
Software:
R
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