[SciPy-Dev] Fwd: Binomial proportion confidence interval

[Christoph Sawade]

Hi,

I would like to add approximate intervals [1] to the scipy project.
Approximate intervals often have higher statistical power than exact
intervals for binomial random variables.
Example usage can be found in the "binom R" package [2]. In analogy to [3],
I see two possible ways to integrate these methods into the scipy API:

 (a,b) = scipy.stats.binom.approx_interval(alpha, loc, scale,
method='wilson')
(a,b) = scipy.stats.binom.wilson_interval(alpha, loc, scale),

where (a,b) are the end-points of range that contain 100*alpha % of the
rv's possible values.

What do you think?

Best, Christoph

[1] http://www-stat.wharton.upenn.edu/~tcai/paper/Binomial-StatSci.pdf
[2] http://cran.r-project.org/web/packages/binom/index.html
[3]
http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.rv_discrete.interval.html#scipy.stats.rv_discrete.interval
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.python.org/pipermail/scipy-dev/attachments/20140416/7692f22f/attachment.html>