
A GENERALIZED IM 211
0.0 0.2 0.4 0.6 0.8 1.0
0.0 0.2 0.4 0.6 0.8 1.0
θ
pl
y
(θ)
(a) Plausibility function
0.0 0.2 0.4 0.6 0.8 1.0
0.95 0.96 0.97 0.98 0.99 1.00
θ
Coverage
(b) Coverage probability
Figure 11.2 Taken from [176]. Panel (a): Exact (black) and approximate (gray) plausibility
functions for a data set with (n, y) = (25, 15). Panel (b): Coverage probability of the 95%
plausibility (black) and Clopper–Pearson (gray) intervals, as a function of θ, for n = 50.
For illustration, I compare the coverage probability of the 95% plausibility inter-
val versus those based on standard asymptotic normality of
ˆ
θ and a corresponding
parametric bootstrap. With 1000 ...