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Abstract
Simple interval estimate methods for proportions exhibit poor coverage and can produce
evidently inappropriate intervals. Criteria appropriate to the evaluation of various
proposed methods include: closeness of the achieved coverage probability to its nominal
value; whether intervals are located too close to or too distant from the middle of
the scale; expected interval width; avoidance of aberrations such as limits outside
[0,1] or zero width intervals; and ease of use, whether by tables, software or formulae.
Seven methods for the single proportion are evaluated on 96,000 parameter space points.
Intervals based on tail areas and the simpler score methods are recommended for use.
In each case, methods are available that aim to align either the minimum or the mean
coverage with the nominal 1 -alpha.