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ConceptWilson score interval / Wilson区间

Wilson score interval

A confidence interval method commonly used in proportion estimation. It is more robust than the Wald interval for small samples and extreme proportions and is often used to assess the confidence lower bound of a pass rate.

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Oct 17

When 17 of 20 trials pass, the point-estimate pass rate is 0.85, but the lower bound of the Wilson 95% confidence interval is about 0.62.

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Oct 17

In proportion estimation, when the team cares about the Bayesian posterior, a Beta distribution can also be used to give similar conclusions, but the Wilson interval requires no choice of prior and is better suited to rapid probing.

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