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Interval for Difference in Population Proportions | STAT 205, Study notes of Statistics

Material Type: Notes; Professor: Hendrix; Class: ELEM STATS/BIOL&LIFE SCI; Subject: Statistics; University: University of South Carolina - Columbia; Term: Fall 2009;

Typology: Study notes

Pre 2010

Uploaded on 10/01/2009

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95%๎˜ƒInterval๎˜ƒfor๎˜ƒDifference๎˜ƒin๎˜ƒPopulation๎˜ƒProportions,๎˜ƒp1โ€p2๎˜ƒ
Agresti๎˜ƒโ€“๎˜ƒCaffo๎˜ƒ
Returning๎˜ƒto๎˜ƒthe๎˜ƒindependent๎˜ƒtwo๎˜ƒsample๎˜ƒcase,๎˜ƒsuppose๎˜ƒnow๎˜ƒthe๎˜ƒdata๎˜ƒare๎˜ƒfrom๎˜ƒa๎˜ƒ
binomial๎˜ƒsetting๎˜ƒwith๎˜ƒ๎˜ƒ๎˜ƒY1๎˜ƒ~๎˜ƒBin(n1,p1)๎˜ƒ๎˜ƒindependent๎˜ƒof๎˜ƒ๎˜ƒ๎˜ƒY2๎˜ƒ~๎˜ƒBin(n2,p2)๎˜ƒ
Of๎˜ƒinterest๎˜ƒis๎˜ƒthe๎˜ƒdifference๎˜ƒp1๎˜ƒโ€“๎˜ƒp2.๎˜ƒ
A๎˜ƒgood๎˜ƒpoint๎˜ƒestimator๎˜ƒfor๎˜ƒp1๎˜ƒโ€“๎˜ƒp2๎˜ƒis๎˜ƒthe๎˜ƒdifference๎˜ƒin๎˜ƒsample๎˜ƒproportions๎˜ƒ๎˜ƒ
p๏œ1โ€p๏œ2๏Œ Y1
n1โ€Y1
n2๎˜ƒ
But,๎˜ƒagain๎˜ƒwe๎˜ƒwill๎˜ƒuse๎˜ƒthe๎˜ƒprevious๎˜ƒAC๎˜ƒstrategy๎˜ƒfor๎˜ƒthis๎˜ƒconfidence๎˜ƒinterval.๎˜ƒ
Presented๎˜ƒhere๎˜ƒis๎˜ƒa๎˜ƒ95%๎˜ƒconfidence๎˜ƒinterval.๎˜ƒ๎˜ƒ
Point๎˜ƒEstimator๎˜ƒ๎˜ƒAdd๎˜ƒone๎˜ƒsuccess๎˜ƒand๎˜ƒone๎˜ƒfailure๎˜ƒto๎˜ƒeach๎˜ƒsample.๎˜ƒ
๎˜ƒp๏ค1โ€p๏ค2๏Œ Y1๏…1
n1๏…2โ€ Y2๏…1
n2๏…2๎˜ƒ
๎˜ƒ
Critical๎˜ƒPoint๎˜ƒ๎˜ƒ๎˜ƒ๎˜ƒ๎˜ƒZฮฑ/2๎˜ƒ=๎˜ƒ1.96๎˜ƒ
๎˜ƒ
Standard๎˜ƒError๎˜ƒof๎˜ƒPoint๎˜ƒEstimator๎˜ƒ
๎˜ƒ
SE๓ฐ‡›p๏ค1โ€p๏ค2๓ฐ‡œ ๏Œ๏Žจp๏ค1๓ฐ‡›1โ€p๏ค1๓ฐ‡œ
n1๏…2 ๏…p๏ค2๓ฐ‡›1โ€p๏ค2๓ฐ‡œ
n2๏…2 ๎˜ƒ
๎˜ƒ
95%๎˜ƒConfidence๎˜ƒInterval๎˜ƒfor๎˜ƒp1๎˜ƒโ€“๎˜ƒp2๎˜ƒ
๎˜ƒ
p๏ค1โ€p๏ค2 ๏‡ Zฮฑ2
โ„๏Žจp๏ค1๓ฐ‡›1โ€p๏ค1๓ฐ‡œ
n1๏…2 ๏…p๏ค2๓ฐ‡›1โ€p๏ค2๓ฐ‡œ
n2๏…2 where p๏ค1โ€p๏ค2๏Œ Y1๏…1
n1๏…2โ€Y2๏…1
n2๏…2๎˜ƒ
๎˜ƒ
Note:๎˜ƒ๎˜ƒPresented๎˜ƒhere๎˜ƒis๎˜ƒa๎˜ƒ95%๎˜ƒconfidence๎˜ƒinterval๎˜ƒโ€“๎˜ƒgeneralizations๎˜ƒexist๎˜ƒfor๎˜ƒother๎˜ƒlevels๎˜ƒof๎˜ƒ
confidence.๎˜ƒ
๎˜ƒ
pf2

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95% Interval for Difference in Population Proportions, p 1 โ€p 2

Agresti โ€“ Caffo

Returning to the independent two sample case, suppose now the data are from a binomial setting with Y 1 ~ Bin(n 1 ,p 1 ) independent of Y 2 ~ Bin(n 2 ,p 2 )

Of interest is the difference p 1 โ€“ p 2.

A good point estimator for p 1 โ€“ p 2 is the difference in sample proportions

pเทœ 1 โ€pเทœ 2 เตŒ

Y 1

n 1 โ€

Y 1

n (^2)

But, again we will use the previous AC strategy for this confidence interval. Presented here is a 95% confidence interval.

Point Estimator Add one success and one failure to each sample.

pเทค 1 โ€pเทค 2 เตŒ

Y 1 เต…

n 1 เต…2 โ€

Y 2 เต…

n 2 เต…

Critical Point Zฮฑ/2 = 1.

Standard Error of Point Estimator

SEแˆบpเทค 1 โ€pเทค 2 แˆป เตŒเถจ

pเทค 1 แˆบ1โ€pเทค 1 แˆป n 1 เต…2 เต…

pเทค 2 แˆบ1โ€pเทค 2 แˆป n 2 เต…

95% Confidence Interval for p 1 โ€“ p 2

pเทค 1 โ€pเทค 2 เต‡ Zฮฑ 2โ„ เถจ

pเทค 1 แˆบ1โ€pเทค 1 แˆป n 1 เต…2 เต…

pเทค 2 แˆบ1โ€pเทค 2 แˆป n 2 เต…2 where pเทค^1 โ€pเทค^2 เตŒ

Y 1 เต…

n 1 เต…2 โ€

Y 2 เต…

n 2 เต…

Note: Presented here is a 95% confidence interval โ€“ generalizations exist for other levels of confidence.

Agresti Caffo Interval Page 2

Example 10.37 Angina pectoris is a chronic condition in which the sufferer has periodic attackes of chest pain. In a study to evaluate the effectiveness of the drug Timolol in preventing angina attacks, patients were randomly allocated to receive a daily dosage of either Timolol or placebo for 28 weeks.

Let Y 1 = number of patients angina free after Timolol Let Y 2 = number of patients angina free after placebo Compute and interpret a 95% confidence interval for the difference in proportion of angina free under Timolol versus placebo.