Exact Confidence Intervals for P sub 1 to P sub 2 in 2 by 2 Contingency Tables.

Abstract

Consider two binomial populations Pi sub 1 and Pi sub 2 having success probabilities P sub 1 in (0,1) and P sub 2 in (0,1) respectively. This paper studies the problem of constructing exact small sample confidence intervals for the difference of the success probabilities, delta is nearly = to P sub 1 to P sub 2 and their ratio (the 'relative risk'), Rho is nearly = to P sub 1/P sub 2 based on independent random samples of sizes N sub 1 and N sub 2 from Pi sub 1 and Pi sub 2 respectively. These are nuisance parameter problems; hence the proposed intervals achieve coverage probabilities greater than or equal to their nominal (1-alpha) levels. Two methods of constructing intervals are proposed. The first one is based on the well known conditional intervals for the odds ratio. The second method directly generates unconditional intervals of the desired size. An algorithm is given for producing the intervals for arbitrary N sub 1 and N sub 2. The 2x2 case is given as an illustrative example. Some comparisons are made.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1978
Accession Number
ADA061567

Entities

People

  • Mark K. Snell
  • Thomas J. Santner

Organizations

  • Cornell University College of Engineering

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  • Algorithms
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  • Industrial Engineering
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  • Mathematics

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  • Statistical inference.