ON CONSTRUCTION OF THE SMALLEST ONE-SIDED CONFIDENCE INTERVAL FOR THE DIFFERENCE OF TWO PROPORTIONS

• 成果类型: Article
• 署名作者: Wang, Weizhen
• 署名单位: University System of Ohio; Wright State University Dayton
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/09-AOS744
• 发表日期: 2010
• 页码: 1227-1243
• 关键词: multiple test procedures

摘要

For my class of one-sided 1 - alpha confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the difference of two proportions of two independent binomial random variables, is constructed based on a direct analysis of coverage probability function. A special ordering on the confidence limit is developed and the corresponding smallest confidence interval is derived. This interval is then applied to identify the minimum effective dose (MED) for binary data in dose-response studies, and a multiple test procedure that controls the familywise error rate at level alpha is obtained. A generalization of constructing the smallest one-sided confidence interval to other discrete sample spaces is discussed in the presence of nuisance parameters.