Confidence Intervals for the Binomial Distribution
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A confidence interval for estimating a parameter of a probability distribution must show two basic properties. First, it must contain the value of the parameter with a prescribed probability, and second, it must be as short as possible in order to be useful. Confidence intervals may be derived in different ways. In the case of a binomial distribution with trials and probability parameter
, the conventional method for estimating
uses the normal approximation and produces an interval centered at the point
, where
is the number of successes obtained in the
trials.
Contributed by: Tomas Garza (March 2011)
Open content licensed under CC BY-NC-SA
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The article on Binomial proportion confidence interval in Wikipedia gives the details for Wilson's method. Implementation of the Clopper–Pearson method is due to the author of this presentation.
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