Unconditional Confidence Interval for the Difference between Two Proportions

In applied statistics it is customary to have to obtain a one‐ or two‐tail confidence interval for the difference d = p₂ – p₁ between two independent binomial proportions. Traditionally, one is looking for a classic and non‐symmetric interval (with respect to zero) of the type d ∈ [δ_L;δ_U], d ≤ δ₀ or d ≥ δ₀. However, in clinical trials, equivalence studies, vaccination efficacy studies, etc., and even after performing the classic homogeneity test, intervals of the type |d| ≤ Δ₀ or |d| ≥ Δ₀, where Δ₀ > 0, may be necessary. In all these cases it is advisable to obtain the interval by inverting the appropriate test. The advantage of this procedure is that the conclusions obtained using the test are compatible with those obtained using the interval. The article shows how this is done using the new exact and asymptotic unconditional tests published. The programs for performing these tests may be obtained at URL http://www.ugr.es/~bioest/software.htm.