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. Author manuscript; available in PMC: 2016 Mar 15.
Published in final edited form as: J Appl Stat. 2012 Nov 5;40(2):311–319. doi: 10.1080/02664763.2012.740629

Table 5.

Behavior of the Wald confidence interval width WW as compared to the fixed value w0 at π0 = 0.95 and α = 0.05.

Sample size w0
P(WW<w0|π0=0.95)
E(WW|π0=0.95)
n* CPn
CPn
10 0.2702 0.5987 0.1608 NAb 0.4022 NAb
11 0.2576 0.5688 0.1595 NAb 0.4311 NAb
100 0.0854 0.4360 0.0829 93 0.8770 0.9439
101 0.0850 0.6070 0.0825 94 0.8819 0.9447
200 0.0604 0.4547 0.0596 194 0.9241 0.9175
201 0.0603 0.5766 0.0594 195 0.9256 0.9188
1000 0.0270 0.4797 0.0269 994 0.9436 0.9474
1001 0.0270 0.5346 0.0269 995 0.9431 0.9542
2000 0.0191 0.4857 0.0191 1994 0.9458 0.9447
2001 0.0191 0.5245 0.0191 1995 0.9458 0.9463

Notes: n*, suggested sample size based on E(WW|π0=0.95)>w0; CPn, coverage probability for sample size n; CPn, coverage probability for sample size n*;

b

, n* and CPn are not attainable for the corresponding sample size.