- Author
- Zieliński Wojciech (Warsaw University of Life Sciences - SGGW, Poland)
- Title
- Robustness of the Confidence Interval for at-Risk-of-Poverty Rate
- Source
- Statistics in Transition, 2011, vol. 12, nr 1, s. 115-126, aneks., tab., bibliogr. 3 poz.
- Keyword
- Analiza statystyczna, Funkcja ufności
Statistical analysis, Belief function - Note
- summ.
- Abstract
- Zieliński (2009) constructed a nonparametric interval for At-Risk-of-Poverty Rate. It appeared that the confidence level of the interval depends on the underlying distribution of the income. For some distributions (e.g. lognormal, gamma, Pareto) the confidence level may be smaller than the nominal one. The question is, what is the largest deviance from the nominal level? In the paper, a more general problem is considered, i.e. the problem of robustness of the confidence level of the confidence interval for binomial probability. The worst distribution is derived as well as the smallest true confidence level is calculated. Some asymptotic remarks (sample size tends to infinity) are also given. (original abstract)
- Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Full text
- Show
- Bibliography
-
- CLOPPER C. J., PEARSON E. S. (1934), The Use of Confidence or Fiducial Limits Illustrated in the Case of the Binomial, Biometrika, 26, 404- 413.
- ZIELIŃSKI R. (2006) Exact distribution of the natural ARPR estimator in small samples from infinite populations, Statistics In Transition, 7, 881- 888.
- ZIELIŃSKI W. (2009), A nonparametric confidence interval for At-Risk-of-Poverty-Rate, Statistics in Transition new series, 10, 437-444.
- Cited by
- ISSN
- 1234-7655
- Language
- eng
