In Example 10.4.7, two modifications were made to the Wald interval. (a) At y = 0 the

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In Example 10.4.7, two modifications were made to the Wald interval.
(a) At y = 0 the upper interval endpoint was changed to 1 - (α/2)1/n, and at y = n the lower interval endpoint was changed to (α/2)1/n. Justify the choice of these endpoints.
(b) The second modification was to truncate all intervals to be within [0, 1], Show that this change, together with the one in part (a), results in an improvement over the original Wald interval.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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