覆盖率与信心

Peyton Cook
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引用次数: 0

摘要

本文旨在帮助学生理解涉及置信区间的覆盖概率的概念。使用Mathematica作为描述基于二项分布计算简单置信区间的覆盖概率的算法的语言。然后,使用更高级的函数来计算表达式的概率,从而获得覆盖概率。给出了基于二项分布的总体比例的两个置信区间,泊松分布均值的一个渐近置信区间,以及基于负二项分布的总体比例的一个渐近置信区间。
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Coverage versus Confidence
This article is intended to help students understand the concept of a coverage probability involving confidence intervals. Mathematica is used as a language for describing an algorithm to compute the coverage probability for a simple confidence interval based on the binomial distribution. Then, higher-level functions are used to compute probabilities of expressions in order to obtain coverage probabilities. Several examples are presented: two confidence intervals for a population proportion based on the binomial distribution, an asymptotic confidence interval for the mean of the Poisson distribution, and an asymptotic confidence interval for a population proportion based on the negative binomial distribution.
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