Advances and Applications in Statistics
Volume 63, Issue 2, Pages 207 - 218
(August 2020) http://dx.doi.org/10.17654/AS063020207 |
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BEHAVIOR OF THE WALD’S TEST FOR A PROPORTION BASED ON A SHRINKAGE ESTIMATOR
Félix Almendra-Arao, Hortensia J. Reyes-Cervantes and Marcos Morales-Cortés
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Abstract: In this study we evaluate the performance of the Wald’s procedure, adjusted by using the shrinkage proportion estimator with c nonnegative. Wald’s procedure is used to obtain a bilateral confidence interval for a binomial proportion (by inverting the non-rejection region). We concluded that, based on the average power and the test size, the value is the one that provides better performance and this is more notable when p is close to the extremes of the interval |
Keywords and phrases: Wald test, confidence interval, shrinkage estimator, Wald’s method.
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