Interval estimation for a binomial proportion: a bootstrap approach

This paper discusses the classic but still current problem of interval estimation of a binomial proportion. Bootstrap methods are presented for constructing such confidence intervals in a routine, automatic way. Three confidence intervals for a binomial proportion are compared and studied by means of a simulation study, namely: the Wald confidence interval, the Agresti-Coull interval and the bootstrap-t interval. A new confidence interval, the Agresti-Coull interval with bootstrap critical values, is also introduced and its good behaviour related to the average coverage probability is established by means of simulations.