Hello to everyone,
thanks a lot for the numerous answers to my question on the derivation
of a CI estimate for proportions, especially to Robert Newcombe. From
him I learned that the formula (which was slightly corrupted due to a
mistake in copying) represents the Wilson score method, reference
Wilson, E.B. (1927), "Probable inference, the law of succession, and
statistical inference", Journal of the American Statistical
Association, 22, 209-212.
In contrast to my assumption it is not exact. However, it performs very
well, as Mr. Newcombe shows in his article
Newcombe, R.G. (1998), "Two-sided confidence intervals for the single
proportion: comparison of seven methods", Statistics in Medicine, 17,
857-872.
Kind regards,
Volker Knecht
.
|