Simultaneous confidence intervals for multinomial proportions
December 21, 2010 – 11:16pm
Full Title:
Simultaneous confidence intervals for multinomial proportions, their differences and ratios
Speaker:
Azaz Bin Sharif, MSc
Department of Epidemiology & Biostatistics
University of Western Ontario
London, ON, Canada
Date/Time:
Thursday, December 23, 2010, 1015
Venue:
ISRT Seminar Room
ABSTRACT
Estimation of simultaneous confidence intervals for multinomial proportions, their differences and ratios is a long-standing problem in the literature. Existing methods suffer either from enforced symmetry and/or conservative coverage. We propose calculating confidence limits using the Wilson method or Jeffreys procedure for the multinomial proportions and for the ratios of multinomial proportions with critical values obtained from multivariate normal distributions that accounts for correlations between contrasted hypotheses. Confidence intervals for the differences are then obtained by recovering variance estimates from limits for single proportions. Simulation study shows that proposed methods perform well for a variety of parameter combinations. Data on mutational damage in Saccharomyces cerevisiae is used to illustrate the procedures.
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