Rr. Sitter et Cfj. Wu, ON THE ACCURACY OF FIELLER INTERVALS FOR BINARY RESPONSE DATA, Journal of the American Statistical Association, 88(423), 1993, pp. 1021-1025
Finney proposed the use of a fiducial interval for the median response
dose based on Fieller's theorem. An alternative is to use the asympto
tic confidence interval. The simulations by Abdelbasit and Plackett su
ggest that the two intervals have similar coverage probabilities. We c
ompare the two intervals theoretically and in an expanded simulation s
tudy. Our results show that Fieller intervals are generally superior.
An attempt is made to characterize how and when the two intervals diff
er.