A0362
Title: Exact average coverage probabilities and confidence coefficients of intervals for a difference of success probabilities
Authors: Yu-Hsuan Tai - National Chung Cheng University (Taiwan)
Chung-Han Lee - National Cheng Kung University (Taiwan) [presenting]
Abstract: For a confidence interval of a parameter in two independent binomial distributions, the coverage probability is a bivariate variable function of parameters, and the confidence coefficient is the infimum of the coverage probabilities. In general, the exact confidence coefficients and average coverage probabilities of intervals for differences of binomial proportions are unknown, and they are usually approximated by taking the minimum and mean of the coverage probabilities at randomly chosen points in the parameter space. The aim is to propose methodologies for calculating the exact confidence coefficients and average coverage probabilities of intervals for a risk difference, respectively. Therefore, the proposed methods are used to illustrate the performance of existing intervals and make recommendations.
