ConfidenceIntervalforthePopulationProportion,p

AgrestiCoull
WhenY~Bin(n,p),andthepopulationproportion,pisunknown,wecanbuildconfidence
intervalsforit(justaswelearnedtomakeaconfidenceintervalforthepopulationmean,).
Wellusethesameformatfortheconfidenceintervalonpaswedidwhenwelearnedto
makeaconfidenceintervalonthepopulationmean,.
Pointestimate(criticalpoint)(standarderrorofthepointestimate)
PointEstimator
Ifaskedtomakeapointestimate(yourbestguess)ofthepopulationproportion,p,itmakes
sensetousethesampleproportion,p =
Y
n
asthebestguess.
Forbuildingaconfidenceintervalforp,welluseadifferentestimatorasthecenterofour
interval.
p =
Y +
1
2
Zu
2
,
2
n + Z
u
2
,
2

CriticalPoint
Justastheconfidenceintervalwelearnedforthepopulationmeanwasadifferentformofthe
sameinferencemadeusingthethypothesistest,theconfidenceintervalwepresenthereis
alsoadifferentformofahypothesistest.Weknowthedistributionofpisbinomial,sowe
couldbuildaconfidenceintervalorhypothesistestbasedonthisdistribution,butinsteadthe
confidenceintervalpresentedhereusesanasymptoticdistribution.WellneedaZcritical
point,Z
/2
.
StandardError
Theestimatedstandarddeviationofourestimator,pis
SE(p) =
_
p(1 -p)
n + Z
u
2
,
2

ConfidenceIntervalforpp _ Zu
2
,
SE(p)recommendedforn40
AgiestiCoull Confiuence Inteival foi Population Piopoition Page 2

Forn<40,theACintervalisnotrecommended.Manyalternativesexist,including:
ClopperPearsonexactintervals
CasellasrefinedCPintervals
Fbasedexactintervals
Likelihoodratiointervals
JeffreysequaltailedBayesianintervals
Wilsonscontinuitycorrected(WCC)intervals

Note:Manyofyouthosethathavehadstatisticsbeforehavealreadylearnedaconfidence
intervalforthepopulationproportion,calledtheWaldInterval.Thisintervalis
p _ Zu
2
,
_
p(1 -p)
n

Thisintervalhasbeenshowntobesubstandardandshouldnotbeused.

AgiestiCoull Confiuence Inteival foi Population Piopoition Page S

Example6.18AsurveyofEnglishandScottishmalecollegestudentsrevealed40of400were
lefthanded.Constructa90%confidenceintervalfortheproportionofthoselefthanded,p.

AgiestiCoull Confiuence Inteival foi Population Piopoition Page 4

SampleSizetoControlMarginofError
Recall,theconfidenceintervalforthepopulationproportion,p
p _ Z
2 _
p(1p)
n + Z
2
2
wheie p=
Y +
1
2
Z
2
2
n + Z
2
2

Lengthofthisintervalis_______________________.
Noticethatthestandarderror____________________assamplesizeincreases.
ThismeansMarginofError_______________________assamplesizeincreases,whichmeans
thewidthofourinterval_______________________assamplesizeincreases.
Whenweconductastudyandreportaconfidenceinterval,itwouldbereallybadifthe
resultingconfidenceintervalwastoowidetobeuseful.So,wetypicallyplanaheadsothatwe
canavoidgettinganintervalthatistoowide.Welllearnhowtochooseasamplesizeto
controlMOEforaconfidenceintervalforthepopulationproportion,p.WellsettheMOE
equaltothedesiredsizeandsolveforn.
Calltheproposedhalfwidth(MOE)oftheinterval,
O
.IfwewantourMOEtobenomore
than
O
,thenwesolve
MOE
O

AgiestiCoull Confiuence Inteival foi Population Piopoition Page S

Whatshouldwepluginforp?
WeknowtheZcriticalpoint,andwespecified
O
,butwedontknowwhatpisuntilwe
conductthestudy!
Sometimes,basedonpreviousknowledgeofthefield,wehaveagoodideaofwhatpmaybe.
Or,wecouldconductasmallpilotstudytogetadecentidea.Ifwedonothaveanyidea,well
use0.5,whichisalwaysaconservativeestimate(yieldsalargersamplesizeandhencecostsa
lotofmoney).
Wellcallthiseducatedguessp
O
andoursamplesizecalculationwillbe
n
Z
2
2
p
0
(1p
0
)

0
2
Z
2
2

Remember:Alwaysround________samplesize
Example
SupposetheexperimentonlefthandedcollegestudentsinExample6.18wasonly
preliminary.Wewantbetteraccuracythangiveninthatstudy.SaywewantSE(p)0.01ina
new90%confidenceinterval.CalculatethesamplesizenecessarytokeeptheSE(p)0.01in
thenew90%confidenceintervalforp.