Clopper–Pearson method

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A method for obtaining a confidence interval for an unknown binomial probability, p. Suppose x out of n binomial trials are successes. Let pL be the value of p for which P(X≤x) =½α and let pU be the value for which P(X≥x)=½α, then the (1-α) Clopper–Pearson interval for p is (pL, pU).

Subjects: Probability and Statistics.

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