Estimate Quantiles of a Binomial Distribution
Estimate quantiles of a binomial distribution.
eqbinom(x, size = NULL, p = 0.5, method = "mle/mme/mvue", digits = 0)
x |
numeric or logical vector of observations, or an object resulting from a call to an
estimating function that assumes a binomial distribution
(e.g., |
size |
positive integer indicating the of number of trials; |
p |
numeric vector of probabilities for which quantiles will be estimated.
All values of |
method |
character string specifying the method of estimation. The only possible value is
|
digits |
an integer indicating the number of decimal places to round to when printing out
the value of |
The function eqbinom returns estimated quantiles as well as
estimates of the prob parameter.
If x is a numeric vector, eqbinom returns a
list of class "estimate" containing the estimated quantile(s) and other
information. See estimate.object for details.
If x is the result of calling an estimation function, eqbinom
returns a list whose class is the same as x. The list
contains the same components as x, as well as components called
quantiles and quantile.method.
The binomial distribution is used to model processes with binary (Yes-No, Success-Failure, Heads-Tails, etc.) outcomes. It is assumed that the outcome of any one trial is independent of any other trial, and that the probability of “success”, p, is the same on each trial. A binomial discrete random variable X is the number of “successes” in n independent trials. A special case of the binomial distribution occurs when n=1, in which case X is also called a Bernoulli random variable.
In the context of environmental statistics, the binomial distribution is sometimes used to model the proportion of times a chemical concentration exceeds a set standard in a given period of time (e.g., Gilbert, 1987, p.143). The binomial distribution is also used to compute an upper bound on the overall Type I error rate for deciding whether a facility or location is in compliance with some set standard. Assume the null hypothesis is that the facility is in compliance. If a test of hypothesis is conducted periodically over time to test compliance and/or several tests are performed during each time period, and the facility or location is always in compliance, and each single test has a Type I error rate of α, and the result of each test is independent of the result of any other test (usually not a reasonable assumption), then the number of times the facility is declared out of compliance when in fact it is in compliance is a binomial random variable with probability of “success” p=α being the probability of being declared out of compliance (see USEPA, 2009).
Steven P. Millard (EnvStats@ProbStatInfo.com)
Agresti, A., and B.A. Coull. (1998). Approximate is Better than "Exact" for Interval Estimation of Binomial Proportions. The American Statistician, 52(2), 119–126.
Agresti, A., and B. Caffo. (2000). Simple and Effective Confidence Intervals for Proportions and Differences of Proportions Result from Adding Two Successes and Two Failures. The American Statistician, 54(4), 280–288.
Berthouex, P.M., and L.C. Brown. (1994). Statistics for Environmental Engineers. Lewis Publishers, Boca Raton, FL, Chapters 2 and 15.
Cochran, W.G. (1977). Sampling Techniques. John Wiley and Sons, New York, Chapter 3.
Fisher, R.A., and F. Yates. (1963). Statistical Tables for Biological, Agricultural, and Medical Research. 6th edition. Hafner, New York, 146pp.
Fleiss, J. L. (1981). Statistical Methods for Rates and Proportions. Second Edition. John Wiley and Sons, New York, Chapters 1-2.
Forbes, C., M. Evans, N. Hastings, and B. Peacock. (2011). Statistical Distributions. Fourth Edition. John Wiley and Sons, Hoboken, NJ.
Gilbert, R.O. (1987). Statistical Methods for Environmental Pollution Monitoring. Van Nostrand Reinhold, New York, NY, Chapter 11.
Johnson, N. L., S. Kotz, and A.W. Kemp. (1992). Univariate Discrete Distributions. Second Edition. John Wiley and Sons, New York, Chapter 3.
Millard, S.P., and Neerchal, N.K. (2001). Environmental Statistics with S-PLUS. CRC Press, Boca Raton, Florida.
Newcombe, R.G. (1998a). Two-Sided Confidence Intervals for the Single Proportion: Comparison of Seven Methods. Statistics in Medicine, 17, 857–872.
Ott, W.R. (1995). Environmental Statistics and Data Analysis. Lewis Publishers, Boca Raton, FL, Chapter 4.
USEPA. (1989b). Statistical Analysis of Ground-Water Monitoring Data at RCRA Facilities, Interim Final Guidance. EPA/530-SW-89-026. Office of Solid Waste, U.S. Environmental Protection Agency, Washington, D.C.
USEPA. (2009). Statistical Analysis of Groundwater Monitoring Data at RCRA Facilities, Unified Guidance. EPA 530/R-09-007, March 2009. Office of Resource Conservation and Recovery Program Implementation and Information Division. U.S. Environmental Protection Agency, Washington, D.C. p.6-38.
Zar, J.H. (2010). Biostatistical Analysis. Fifth Edition. Prentice-Hall, Upper Saddle River, NJ, Chapter 24.
# Generate 20 observations from a binomial distribution with # parameters size=1 and prob=0.2, then estimate the 'prob' # parameter and the 90'th percentile. # (Note: the call to set.seed simply allows you to reproduce this example. set.seed(251) dat <- rbinom(20, size = 1, prob = 0.2) eqbinom(dat, p = 0.9) #Results of Distribution Parameter Estimation #-------------------------------------------- # #Assumed Distribution: Binomial # #Estimated Parameter(s): size = 20.0 # prob = 0.1 # #Estimation Method: mle/mme/mvue for 'prob' # #Estimated Quantile(s): 90'th %ile = 4 # #Quantile Estimation Method: Quantile(s) Based on # mle/mme/mvue for 'prob' Estimators # #Data: dat # #Sample Size: 20 # # # #---------- # Clean up rm(dat)
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