Binomial Proportion Confidence Intervals by NIST Created 2026-10-24 Updated 2026-11-05
The NIST/SEMATECH e-Handbook of Statistical Methods explains score-based binomial proportion confidence intervals and gives the Wilson score interval endpoints.
Wald confidence interval Created 2026-09-24 Updated 2026-11-05
Suppose with , and let consistently estimate . A two-sided Wald interval isThe Slutsky theorem makes the standardized error asymptotically standard normal, giving coverage tending to at each regular parameter value. The estimated standard error is , not .
This is an asymptotic construction. For a binomial proportion, the usual substitution gives , which can extend beyond and collapses when is zero or one. Those features explain its poor finite-sample behaviour near boundaries; binomial proportion confidence intervals use other constructions when appropriate.