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The probability density function (PDF) for the Wilson score interval, plus PDF s at interval bounds. Tail areas are equal. Since the interval is derived by solving from the normal approximation to the binomial, the Wilson score interval ( , + ) has the property of being guaranteed to obtain the same result as the equivalent z-test or chi-squared test.
The construction of binomial confidence intervals is a classic example where coverage probabilities rarely equal nominal levels. [3] [4] [5] For the binomial case, several techniques for constructing intervals have been created. The Wilson score interval is one well-known construction based on the normal distribution. Other constructions ...
The formula can be understood as follows: ... n use the Wilson (score) ... Confidence (credible) intervals for binomial probability, p: ...
The confidence interval can be expressed in terms of statistical significance, e.g.: "The 95% confidence interval represents values that are not statistically significantly different from the point estimate at the .05 level." [20] Interpretation of the 95% confidence interval in terms of statistical significance.
A common way to do this is to state the binomial proportion confidence interval, often calculated using a Wilson score interval. Confidence intervals for sensitivity and specificity can be calculated, giving the range of values within which the correct value lies at a given confidence level (e.g., 95%). [26]
One way to motivate pseudocounts, particularly for binomial data, is via a formula for the midpoint of an interval estimate, particularly a binomial proportion confidence interval. The best-known is due to Edwin Bidwell Wilson , in Wilson (1927) : the midpoint of the Wilson score interval corresponding to z {\displaystyle z} standard ...
Classically, a confidence distribution is defined by inverting the upper limits of a series of lower-sided confidence intervals. [15] [16] [page needed] In particular, For every α in (0, 1), let (−∞, ξ n (α)] be a 100α% lower-side confidence interval for θ, where ξ n (α) = ξ n (X n,α) is continuous and increasing in α for each sample X n.
The Wilson score interval [12] provides confidence interval for binomial distributions based on score tests and has better sample coverage, see [13] and binomial proportion confidence interval for a more detailed overview. Instead of the "Wilson score interval" the "Wald interval" can also be used provided the above weight factors are included.