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Interval Estimate of Binomial Parameter p: What is (Relatively) New?
Klaschka, Jan
The present work follows up the ROBUST 2006 paper where various types of confidence intervals for binomial parameter p have been exposed. The coverage probability cannot equal the nominal confidence level 1-alpha in the whole domain [0, 1]. This leads to dilemmas (is the coverage of at least 1-alpha a must, or is it better to approximate 1-alpha from both sides?), and to multiplicity of proposals of confidence interval types. The present work extends the scope of the previous paper by such generalizations of "ordinary" confidence intervals that enable a constant coverage, namely by the randomized confidence intervals (introduced several decades ago), and by the relatively new idea of the fuzzy confidence intervals.

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