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The shortest confidence interval for the probability of success in a negative binomial model

Volume 39 / 2012

Wojciech Zieliński Applicationes Mathematicae 39 (2012), 143-149 MSC: Primary 62F25. DOI: 10.4064/am39-2-3

Abstract

The existence of the shortest confidence interval for the probability of success in a negative binomial distribution is shown. The method of obtaining such an interval is presented as well. The interval obtained is compared with the Clopper–Pearson shortest confidence interval for the probability in the binomial model.

Authors

  • Wojciech ZielińskiDepartment of Econometrics and Statistics
    Warsaw University of Life Sciences
    Nowoursynowska 159
    02-776 Warszawa, Poland
    e-mail

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