The NIST/SEMATECH e-Handbook of Statistical Methods explains score-based binomial proportion confidence intervals and gives the Wilson score interval endpoints.
Edwin Bidwell Wilson 2026-10-24
Wilson score interval 2026-10-25
For , , put and let be the quantile of the standard normal distribution. Inverting the approximate score test retains precisely the parameters satisfyingMultiplication and collection of terms gives the quadratic inequalityIts two roots are the displayed endpoints. The Wilson score interval stays within and remains nontrivial when or , unlike the unmodified Wald confidence interval. Its coverage probability is approximate and varies with ; it is not a uniformly exact 95% guarantee. Separate pointwise intervals for several groups are not a simultaneous confidence statement. The method is named after Edwin Bidwell Wilson.[ref]