Dear all,
As I don't have access to a decent Stats library here, I tried to obtain
the recommended paper (Brown, Cai, & DasGupta.
Interval Estimation for a Binomial Proportion. Statistical Science, 2001,
16, pp. 101-133.) over the internet; but it is currently behind a "rolling
firewall", until 2005.
Would anyone who has seen it hazard a comment on which of the
new methods - Wilson, Jeffreys or Agresti they would prefer for
small samples.
Reading the paper and examining their graphs, it's really much of a
muchness between Wilson and Jeffreys, which seem to suffer less from the
lucky/unlucky p and N combinations than the Agresti. Agresti certainly
gets third place, but did anyone reading the paper spot a compelling
advantage of Wilson over Jeffreys, or the other way around? I didn't.
