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A Coverage Probability Approach to Finding an Optimal Binomial Confidence Procedure

A Coverage Probability Approach to Finding an Optimal Binomial Confidence Procedure

AbstractThe problem of finding confidence intervals for the success parameter of a binomial experiment has a long history, and a myriad of procedures have been developed. Most exploit the duality between hypothesis testing and confidence regions and are typically based on large sample approximations. We instead employ a direct approach …