One-Sided Confidence Intervals in Discrete Distributions
Tony Cai
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Abstract:
One-sided confidence intervals in the binomial, negative binomial, and
Poisson distributions are considered. It is shown that the
standard Wald interval suffers from a serious systematic bias in the
coverage and so does the one-sided score interval. Alternative confidence
intervals with better performance are considered. The coverage and
length properties of the confidence intervals are compared through
numerical and analytical calculations. Implications to hypothesis
testing are also discussed.
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