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Physical Sciences and Mathematics Commons

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Public Health

COBRA

UW Biostatistics Working Paper Series

2003

Edgeworth expansion

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A New Confidence Interval For The Difference Between Two Binomial Proportions Of Paired Data, Xiao-Hua Zhou, Gengsheng Qin Jun 2003

A New Confidence Interval For The Difference Between Two Binomial Proportions Of Paired Data, Xiao-Hua Zhou, Gengsheng Qin

UW Biostatistics Working Paper Series

Motivated by a study on comparing sensitivities and specificities of two diagnostic tests in a paired design when the sample size is small, we first derived an Edgeworth expansion for the studentized difference between two binomial proportions of paired data. The Edgeworth expansion can help us understand why the usual Wald interval for the difference has poor coverage performance in the small sample size. Based on the Edgeworth expansion, we then derived a transformation based confidence interval for the difference. The new interval removes the skewness in the Edgeworth expansion; the new interval is easy to compute, and its coverage …