两个独立二项分布比例差的提升Beal区间估计

A Modified Beal Interval for the Difference between Two Independent Binomial Proportions

摘要: 本文对两个独立二项分布的比例差提出了一种提升Beal区间估计方法，这种方法具有较好的覆盖率和最小覆盖率，区间长度也比较短，并且，新方法使用的最优权值具有显式表达式，计算简单，增加的计算量很小。模拟结果和实例分析表明了这种方法具有良好的有效性和稳定性。

Abstract: This paper proposes a modified Beal interval for the difference between independent binomial proportions. The new method with the optimal weight has better coverage probabilities and shorter intervals than most of the often used ones. Most importantly, the optimal weight value has a simple non-iterative form, therefore there is no much additional computation compared with the existing methods. A real extreme case is analysed to show the claimed properties and practical usability.