Interval Estimation for the Multinomial Distribution

Abstract

Statistical intervals are widely-used in many study fields. Simultaneous confidence intervals for the multinomial proportions have been proposed in many applications, including quality control and clinical data analysis. Because of these wide applications, the multinomial distribution plays an important role in many areas of science. Thus, we propose a method for constructing the confidence interval for the probability of the multinomial distribution. A simulation study is conducted to compare the performance of different intervals.