Confidence
Intervals for the Comparison of Two Proportions
Juan Carlos Correa & Esperanza Sierra
Abstract
The construction of confidence intervals to estimate π1-π2, the difference of two
proportions, is an importante problem in applied work. We review different
methods to construct them and we analyze their performance by a simulation
study. Also we propose a index that allows us to compare these procedures,
analyzing simultaneously the real confidence level and the length of them.
Key
words: Estimation
Binomial distribution, Confidence interval, Real confidence level, Coverage
probability.
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