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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

2003

Statistics and Probability

UW Biostatistics Working Paper Series

Edgeworth expansion

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Full-Text Articles in Physical Sciences and Mathematics

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 …


New Intervals For The Difference Between Two Independent Binomial Proportions, Xiao-Hua Zhou, Min Tsao, Gengsheng Qin May 2003

New Intervals For The Difference Between Two Independent Binomial Proportions, Xiao-Hua Zhou, Min Tsao, Gengsheng Qin

UW Biostatistics Working Paper Series

In this paper we gave an Edgeworth expansion for the studentized difference of two binomial proportions. We then proposed two new intervals by correcting the skewness in the Edgeworth expansion in a direct and an indirect way. Such the bias-correct confidence intervals are easy to compute, and their coverage probabilities converge to the nominal level at a rate of O(n-½), where n is the size of the combined samples. Our simulation results suggest tat in finite samples the new interval based on the indirect method have the similar performance to the two best existing intervals in terms of coverage accuracy …