### Abstract

Original language | English |
---|---|

Pages (from-to) | 43-48 |

Number of pages | 6 |

Journal | Mathematical Scientist |

Volume | 34 |

Issue number | 1 |

Publication status | Published - 2009 |

### Cite this

*Mathematical Scientist*,

*34*(1), 43-48.

}

*Mathematical Scientist*, vol. 34, no. 1, pp. 43-48.

**Constrained confidence estimation of the binomial p via tail functions.** / Puza, Borek D.; O'Neill, Terence.

Research output: Contribution to journal › Article › Research › peer-review

TY - JOUR

T1 - Constrained confidence estimation of the binomial p via tail functions

AU - Puza, Borek D.

AU - O'Neill, Terence

PY - 2009

Y1 - 2009

N2 - A methodology is proposed for `exact' confidence estimation of the binomial parameter p when that parameter is constrained. It is shown how the technique of tail functions can be used to construct a suitable generalised Clopper-Pearson confidence interval when p is known to lie between two bounds, and how the interval can be engineered for optimality in terms of prior expected length. An example is provided which illustrates the applicability of the theory to gambling.

AB - A methodology is proposed for `exact' confidence estimation of the binomial parameter p when that parameter is constrained. It is shown how the technique of tail functions can be used to construct a suitable generalised Clopper-Pearson confidence interval when p is known to lie between two bounds, and how the interval can be engineered for optimality in terms of prior expected length. An example is provided which illustrates the applicability of the theory to gambling.

M3 - Article

VL - 34

SP - 43

EP - 48

JO - Mathematical Scientist

JF - Mathematical Scientist

SN - 0312-3685

IS - 1

ER -