proportion (version 2.0.0)

covpTW: Coverage Probability of Wald-T method

Description

Coverage Probability of Wald-T method

Usage

covpTW(n, alp, a, b, t1, t2)

Arguments

n

- Number of trials

alp

- Alpha value (significance level required)

a

- Beta parameters for hypo "p"

b

- Beta parameters for hypo "p"

t1

- Lower tolerance limit to check the spread of coverage Probability

t2

- Upper tolerance limit to check the spread of coverage Probability

Value

A dataframe with

mcpTW

Wald-T Coverage Probability

micpTW

Wald-T minimum coverage probability

RMSE_N

Root Mean Square Error from nominal size

RMSE_M

Root Mean Square Error for Coverage Probability

RMSE_MI

Root Mean Square Error for minimum coverage probability

tol

Required tolerance for coverage probability

Details

Evaluation of approximate method based on a t_approximation of the standardized point estimator using coverage probability, root mean square statistic, and the proportion of proportion lies within the desired level of coverage

References

[1] 1993 Vollset SE. Confidence intervals for a binomial proportion. Statistics in Medicine: 12; 809 - 824.

[2] 1998 Agresti A and Coull BA. Approximate is better than "Exact" for interval estimation of binomial proportions. The American Statistician: 52; 119 - 126.

[3] 1998 Newcombe RG. Two-sided confidence intervals for the single proportion: Comparison of seven methods. Statistics in Medicine: 17; 857 - 872.

[4] 2001 Brown LD, Cai TT and DasGupta A. Interval estimation for a binomial proportion. Statistical Science: 16; 101 - 133.

[5] 2002 Pan W. Approximate confidence intervals for one proportion and difference of two proportions Computational Statistics and Data Analysis 40, 128, 143-157.

[6] 2008 Pires, A.M., Amado, C. Interval Estimators for a Binomial Proportion: Comparison of Twenty Methods. REVSTAT - Statistical Journal, 6, 165-197.

[7] 2014 Martin Andres, A. and Alvarez Hernandez, M. Two-tailed asymptotic inferences for a proportion. Journal of Applied Statistics, 41, 7, 1516-1529

See Also

Other Basic coverage probability methods: PlotcovpAS, PlotcovpAll, PlotcovpBA, PlotcovpEX, PlotcovpLR, PlotcovpLT, PlotcovpSC, PlotcovpTW, PlotcovpWD, covpAS, covpAll, covpBA, covpEX, covpLR, covpLT, covpSC, covpWD

Examples

n= 10; alp=0.05; a=1;b=1; t1=0.93;t2=0.97
covpTW(n,alp,a,b,t1,t2)