Exact confidence intervals in the presence of interference

Exact Confidence Intervals

Exact short Poisson confidence intervals

The authors propose a new method for constructing a confidence interval for the expectation θ of a Poisson random variable. The interval they obtain cannot be shortened without the infimum over θ of the coverage probability falling below 1 − α. In addition, the endpoints of the interval are strictly increasing functions of the observed variable. An easy-to-program algorithm is provided for comp...

Exact maximum coverage probabilities of confidence intervals with increasing bounds for Poisson distribution mean

 ‎A Poisson distribution is well used as a standard model for analyzing count data‎. ‎So the Poisson distribution parameter estimation is widely applied in practice‎. ‎Providing accurate confidence intervals for the discrete distribution parameters is very difficult‎. ‎So far‎, ‎many asymptotic confidence intervals for the mean of Poisson distribution is provided‎. ‎It is known that the coverag...

Limits and Confidence Intervals in the Presence of Nuisance Parameters

We study the frequentist properties of confidence intervals computed by the method known to statisticians as the profile likelihood. It is seen that the coverage of these intervals is surprisingly good over a wide range of possible parameter values for important classes of problems, in particular whenever there are additional nuisance parameters with statistical or systematic errors. Programs a...

(traditional) Exact Confidence Intervals for the Binomial Distribution

We describe the traditional form of exact confidence intervals for the binomial distribution.