Exact Optimal Confidence Intervals for Hypergeometric ParametersJournal of the American Statistical Association
AbstractFor a hypergeometric distribution, denoted by Hyper(M,N,n), where N is the population size, M is the number of population units with some attribute, and n is the given sample size, there are two parametric cases: (i) N is unknown and M is given; (ii) M is unknown and N is given. For each case, we first show that the minimum coverage probability of commonly used approximate intervals is much smaller than the nominal level for any n, then we provide exact smallest lower and upper one-sided confidence intervals and an exact admissible two-sided confidence interval, a complete set of solutions, for each parameter.
Citation InformationWeizhen Wang. "Exact Optimal Confidence Intervals for Hypergeometric Parameters" Journal of the American Statistical Association Vol. 110 Iss. 512 (2015) p. 1491 - 1499 ISSN: 01621459
Available at: http://works.bepress.com/weizhen_wang/10/