Simultaneous small-sample multivariate Bernoulli confidence intervals.

P Westfall

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PubMed · 4096912

Simultaneous small-sample multivariate Bernoulli confidence intervals.

P Westfall

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Abstract

A technique based on the bootstrap is presented for assessing the simultaneous confidence level of k small-sample confidence intervals for multivariate Bernoulli marginal frequencies. The small-sample intervals used are those of Clopper and Pearson (1934, Biometrika 26, 404-413) and require iterative computation. To estimate the simultaneous confidence level, the multivariate Bernoulli vectors are resampled via the bootstrap and the Clopper-Pearson intervals recomputed on each pseudosample. The bootstrap estimate is then the proportion of times (computed via Monte Carlo) that all the k intervals computed by resampling contain the original sample frequencies. The technique is applied to single-sample HLA data.

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P Westfall. 1985. Simultaneous small-sample multivariate Bernoulli confidence intervals.. https://pubmed.ncbi.nlm.nih.gov/4096912/

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