Invariant Small Sample Confidence Intervals for the Difference of Two Success Probabilities
نویسندگان
چکیده
An algorithm is proposed for determining small-sample confidence intervals for the difference of two binomial success probabilities based on and trials, respectively. The interval covers the true with probability at least for all ! ; it is invariant with respect to relabeling of the two populations and with respect to interchanging the outcomes of success and failure intervals. Coverage and expected length comparisons are made with the small sample " # $ % tail intervals of Santner and Snell (1980). A FORTRAN program implementing the algorithm is available from the authors.
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