The shortest confidence interval for the probability of success in a negative binomial model
Volume 39 / 2012
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.