• Corpus ID: 88513056

Confidence intervals for average success probabilities

@article{Mattner2014ConfidenceIF,
  title={Confidence intervals for average success probabilities},
  author={Lutz Mattner and Christoph Tasto},
  journal={arXiv: Statistics Theory},
  year={2014}
}
We provide Buehler-optimal one-sided and some valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes. Contrary to some claims in the literature, the one-sided Clopper-Pearson intervals for the homogeneous case are not completely robust here, not even if applied to hypergeometric estimation problems. 
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Extreme expectations of Bernoulli convolutions given their first few moments are attained at shifted convolutions of as few binomials
. A result of Chebyshev (1846) and Hoeffding (1956), on bounding an expectation of a given function with respect to a Bernoulli convolution (also called Poisson binomial law, or law of the number of…

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