The shortest randomized confidence interval for probability of success in a negative binomial model
Volume 41 / 2014
Applicationes Mathematicae 41 (2014), 43-49
MSC: Primary 62F25.
DOI: 10.4064/am41-1-4
Abstract
Zieliński (2012) showed the existence of the shortest confidence interval for a probability of success in a negative binomial distribution. The method of obtaining such an interval was presented as well. Unfortunately, the confidence interval obtained has one disadvantage: it does not keep the prescribed confidence level. In the present article, a small modification is introduced, after which the resulting shortest confidence interval does not have that disadvantage.
