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Jeffreys Interval for One-Sample Proportion with SAS/STAT ® Software

This paper introduces Jeffreys interval for one-sample proportion using SAS ® software. It compares the credible interval from a Bayesian approach with the confidence interval from a frequentist approach. Different ways to calculate the Jeffreys interval are presented using PROC FREQ, the QUANTILE function, a SAS program of random walk Metropolis sampler, and PROC MCMC.