Bartroff, J, Lorden, G.和Wang, L.(2022),“超几何成功的最佳和快速置信区间”,美国统计学家:Schilling评论

M. Schilling
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引用次数: 0

摘要

Bartroff, J., Lorden, G.和Wang, L. (BLW)的文章“超几何成功的最优和快速置信区间”开发了一个基于构造最小长度对称接受区间的有限种群中成功数M的区间估计过程。将其倒置以确定基于从大小为n的样本中获得的成功次数x的置信区间。作者将他们的程序与先前开发的从pivot方法派生的方法进行了比较(Buonaccorsi 1987;Konijn 1973;Casella和Berger 2002,第9章)以及Wang(2015)的最新工作,并表明他们的方法通常比这些竞争对手的方法产生更短的置信区间,同时经常实现更高的覆盖率。然而,目前的作者BLW显然没有意识到我最近与A. Stanley合著的论文,“超几何分布参数精确区间估计的新方法”(Schilling和Stanley 2020),该论文解决了构造具有最小长度(即x = 0到n的置信区间的最小总基数)的超几何置信过程的问题,同时在所有长度最小化过程中最大化覆盖。我们还将我们的方法与上面列出的竞争对手进行了比较,并与布莱克(2000)的方法进行了比较,结果表明我们的方法在性能上具有优越性。我们的论文长度最小化和最大覆盖率的两个目标与BLW的论文相同,BLW的方法与我们的方法非常接近。作者的“α最优”是我们的“最小基数”,而我们的“最大覆盖”是BLW的“pm最大化”。两种信任程序之间的唯一实质性区别是BLW指定对称接受集,而我们的没有。这只会影响一小部分置信区间。对每个人口规模N在5和100之间,样本量N = 5,10,…的所有95%置信区间进行调查。n≤n发现在检查的34200个区间中,99.43%的BLW的置信区间与我们的相同。当它们不同时,BLW
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Bartroff, J., Lorden, G. and Wang, L. (2022), “Optimal and Fast Confidence Intervals for Hypergeometric Successes,” The American Statistician: Comment by Schilling
The article “Optimal and Fast Confidence Intervals for Hypergeometric Successes” by Bartroff, J., Lorden, G. and Wang, L. (BLW) develops a procedure for interval estimation of the number of successes M in a finite population based on constructing minimal length symmetrical acceptance intervals, which are inverted to determine confidence intervals based on the number of successes x obtained from a sample of size n. The authors compare their procedure to previously developed methods derived from the method of pivoting (Buonaccorsi 1987; Konijn 1973; Casella and Berger 2002, chap. 9) as well as to the more recent work of Wang (2015), and show that their approach generally leads to substantially shorter confidence intervals than those of these competitors, while frequently achieving higher coverage. However, the present authors BLW were evidently unaware of my recent paper with A. Stanley, “A New Approach to Precise Interval Estimation for the Parameters of the Hypergeometric Distribution” (Schilling and Stanley 2020), which solved the problem of constructing a hypergeometric confidence procedure that has minimal length (that is, minimal total cardinality of the confidence intervals for x = 0 to n), while maximizing coverage among all length minimizing procedures. We also compared our method to the same competitors as those listed above, as well as to one that can be obtained from Blaker’s (2000) method, and we showed the superiority in performance of our procedure. The two goals of our paper—length minimization and maximal coverage—are the same as those in BLW’s paper, and BLW’s approach matches rather closely with ours. The authors’ “α optimal” is our “minimal cardinality,” while our “maximal coverage” is BLW’s “PM-maximizing.” The only substantive difference between the two confidence procedures is that BLW’s specifies symmetrical acceptance sets, while ours does not. This affects only a small number of confidence intervals. An investigation of all 95% confidence intervals for each population size N between 5 and 100 and sample sizes n = 5, 10, . . . with n ≤ N finds that BLW’s confidence intervals are identical to ours in 99.43% of the 34,200 intervals checked. When they are different, the BLW
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