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Abstract
Several existing unconditional methods for setting confidence intervals for the difference
between binomial proportions are evaluated. Computationally simpler methods are prone
to a variety of aberrations and poor coverage properties. The closely interrelated
methods of Mee and Miettinen and Nurminen perform well but require a computer program.
Two new approaches which also avoid aberrations are developed and evaluated. A tail
area profile likelihood based method produces the best coverage properties, but is
difficult to calculate for large denominators. A method combining Wilson score intervals
for the two proportions to be compared also performs well, and is readily implemented
irrespective of sample size.