TWO-SIDED COVERAGE INTERVALS FOR SMALL 

PROPORTIONS BASED ON SURVEY DATA 

Phillip S. Kott, Per Gösta Andersson, and Olle Nerman 

National Agricultural Statistics Service, Linköping University, 

and Chalmers University of Technology 

Abstract 

The standard two-sided Wald coverage interval for a small proportion, P, may perversely include negative values. One 

way to correct this anomaly when analyzing data from a simple random sample is to compute an asymmetric Wilson (or 

score) coverage interval. This approach has proven not only theoretically satisfying but empirically effective. Some have 

suggested computing an ad hoc Wilson-like coverage interval for P when it is weighted or is estimated with complex 

sample data. We propose an alternative, theoretically motivated, approach to two-sided coverage-interval construction. 

In the case where the population P is unweighted and the data from a simple random sample, the coverage interval 

generated by the new pivotal is asymptotically identical to the Wilson coverage interval. A modest empirical evaluation 

shows that our coverage intervals are slightly better than those derived from the ad hoc Wilson approach and much better 

than standard Wald intervals. Better yet is a model-based Wilson approach, but in our study the model was correct. 

Key Words: Wald coverage interval, Wilson coverage interval, Asymptotic, Asymmetric. 

Background 

Statisticians, especially those dealing with biological and environmental data, are increasingly being 

asked to estimate very small (or very large) proportions. Although it is often not difficult to develop 

a point estimate for such proportions, statistically defensible coverage-interval determination can be 

more problematic. 

Our focus here will be in constructing a two-sided coverage interval for a population proportion. We 

consider first the estimation of an unweighted proportion based on a simple random sample 

employing an idea in use since at least Wilson (1927). Later, we extend the method to an estimator 

derived from complex sampling data using a recent proposal by Andersson and Nerman (2000). 

Let p be an estimated proportion (i.e., 3S yk/n, where yk is either 0 or 1), P be the population 

proportion p is estimating (3U

 yk

/N), z be the relevant Normal-value (for a two-sided 95% coverage 

interval, z = 1.96), and n be the size of the sample, S. The size of the population, U, is N, which we 

will assume is much greater than n, so much so that finite population correction can be ignored. 

Assuming p is approximately normal, a two-sided coverage interval for p contains all P values such 

that 

*p ! P*/{P(1!P)/n}1/2 # z 

or *p ! P* # z{P(1!P)/n}1/2. Consequently, (p !P)2 # z2P(1!P)/n and p2 !2pP + P2 # P(z2/n) !

P

2

(z2/n), which implies 
 (1 + z2

/n)P2 ! (2p + z2

/n)P + p2 # 0. 

The extreme points of which are

 P = p + ( z2/[2n])(1 ! 2p)/(1 + z2/n) ± z3⁄4{[p(1!p)/n] + z2/(4n2)}/(1 + z2/n). (1) 

Agresti and Coull (1998) call this the “score” coverage interval and point out it is better at 

determining coverage than the conventional two-sided Wald interval, P = p ± z3⁄4[p(1!p)/(n!1)]. 

They go on to argue that the score coverage interval usually exhibits better coverage properties than 

the exact Clopper-Pearson confidence interval (1934) as well. This is because an exact confidence 

interval assures that at least the nominal coverage rate will obtain for all values of P. As a result, 

it can be (and is) conservative for particular values of P. That is why we use the modifier 

“coverage” instead of “confidence” in the title of this paper. Our goal is to determine coverage 

intervals for particular values of P. 

Additional empirical evidence in favor of the score approach can be found in Newcombe (1998). 

In the latest version of WesVar (Westat, 2000), the interval in equation (1) is called the “Wilson” 

coverage interval, terminology Agresti and Coull echo, and we will adopt. 

It will prove helpful to drop Op(n-3/2) terms from the right hand side of equation (1) yielding

 P . p + ( z2/[2n])(1 !2p) ± z3⁄4{[p(1!p)/n] + z2/(4n2)}. (2) 

The z2

/(4n2

) term within the square root sign has not been dropped because p(1!p) can be as low as 

0. 

In this paper, we will restrict our attention to two-sided intervals and assume that p !P is 

approximately normal. It is well know that the approximate normality of p !P breaks down faster 

for one-sided intervals than for two-sided intervals. 

Observe that the center of the coverage interval for P in equation (2) is only p when p = 1⁄2; 

otherwise, it is somewhere between 1⁄2 and p when p > 1⁄2 or somewhere between p and 1⁄2 when 

p < 1⁄2. Observe further that, when p = 0, the coverage interval is [0, z2

/n], and when p = 1, the 

coverage interval is [1 ! z2/n, 1]. 

Since the randomization variance of p is vsrs = p(1!p)/(n !1), equation (2) can be approximated as

 P . p + ( z2

/[2n])(1 ! 2p) ± z3⁄4{vsrs

2 + z2

/(4n2

)}. (3) 

The conventional Wald coverage interval for a proportion under simple random sampling is 

derived from the assumption that the pivotal statistic, t = (p!P)/vsrs, is approximately N(0, 1). 

The Wilson coverage interval replaces v in the pivotal with Vsrs = P(1!P)/n. Observe that as n 

grows arbitrarily large, equation (3) collapses into the two-sided Wald interval: P = p ± zvsrs. 
 

 

 

 

 

 

Extension to a Complex Sample Design 

Kott and Carr (1997) proposed that equation (1) be generalized to complex samples by replacing 

n with n*, the effective sample size. By definition, n* = p(1 !p)/v2

 , where v is the estimated 

randomization variance of p under the complex sample design. S 

Kott and Carr’s ad hoc solution, however, has little theoretical basis. In fact, the reason why 

Wilson coverage intervals are effective may be that p !P is uncorrelated with P(1!P)/n since the 

latter is a constant. In contrast, p !P can be correlated with P(1!P)/n* through n*. 

Andersson and Nerman (2000) take an apparently different tack. They suggest v in the pivotal be 

replaced with v' =3⁄4{ v2 ! (p !P) E[v2(p !P)]/V2 } because v'2 is uncorrelated with p !P. It can be 

shown that v' has less variance than v2 as well. In practice, Andersson and Nerman point out, 

E[v2(p ! P)]/V2 must be estimated from the sample. Replacing E[v2(p !P)]/V2 by a consistent 

estimator under simple random sampling, (1 ! 2p)/n (see Appendix A), and solving (p !P)2/vsrs'

2 #

z

2 for P leads to 

P = p + ( z2/[2n])(1 !2p) ± z3⁄4{vsrs 

2

 + z2(1 !2p)2/(4n2)} 

= p + ( z2/[2n])(1 !2p) ± z3⁄4{vsrs 

2

 + z2(1 !4p[1 !p])/(4n2)}

 = p + ( z2/[2n])(1 !2p) ± z3⁄4{vsrs 

2

 + z2/(4n2)} + O(n!3/2) 

. p + ( z2

/[2n])(1 !2p) ± z3⁄4{vsrs 

2

 + z2

/(4n2

)}, 

which is equation (3) above (we say z

2

(1 !4p[1 !p])/(4n2

) .z

2

/(4n2

) because the term only matters 

asymptotically compared to vsrs 

2

 when p(1!p) is very small). 

The preceding argument suggests the following generalization of equation (1) allowing a slightly 

broader definition of P (and p) and a complex sampling design:

 P . p + ( z2/2)e[(p !P)v2] ± z3⁄4{v2 + ([z2/2]e[(p !P)v2])2} 

. p + ( z2

/[2n'])(1 !2p) ± z3⁄4{v2

 + z2

/[2n']2

}, (4) 

where P = (3U

 xkyk

) / (3U xk

), p = (3S

 xkyk

/Bk

) / (3S

 xk

/Bk

) = 3S

 wikyk

, yk

 is again either 0 or 1, 

xk $ 0, Bk is the selection probability of element k, wk = ( xk/Bk) / (3S xj/Bj), v is a randomization 

variance estimator for p under the complex design, e[(p !P)v2

] is an estimator for E[(p !P)v2

] 

with OP (1/3⁄4n) relative error, and n' = (1 !2p)v2

/e[(p !P)v2

] when p  1⁄2, and 4 otherwise. (Technical 

note: we assume v/[p(1!p)] = OP

(1/n) to move from the first to the second equation of (4)). 

Equation (4) essentially replaces n* in Kott and Carr’s ad hoc two-sided Wilson interval by n'. Both 

can be looked at as generalizations of equation (3). 
 

 

 

 

 

 

 

 

 

 

 

 

 

Estimating E[(p !P)v2] 

Consider a general stratified, multistage sample, where h (= 1, ..., H) index the strata, and j =(1, ..., 

nh

) the primary sampling units (PSUs). Let Shj denote the set of sampled elements in PSU j of stratum 

h, and Sh be the set of PSU in stratum h. Unstratified samples are covered in this general framework 

when H =1 and single-stage surveys when each PSU j contains a single element. 

The linearization variance estimator for p is 

H

 vL

2

 = 3 (nh /[nh ! 1]) 3 [ uhj ! ( 3 uhi )/nh]

2

, (5) 

h=1 j0Sh i0Sh 

where uhj = 3 wk(yk !p). For future use, we define Uhj = 3 wk(yk !P) and whj = 3 wk.

 k0Shj k0Shj k0Shj 

Technically vL

2

 estimates mean squared error of p because p has a slight (randomization) bias of an 

estimator for P, but under mild conditions (which we assume the hold) that bias is an asymptotically 

ignorable component of the mean squared error of p. Formally, p !P = Op(1/3⁄4nI), where nI = 

3

H nh

, while E(p ! P) = O(1/nI

). 

The linearization variance estimator is consistent under mild conditions when the PSU’s within each 

stratum are sampled with replacement. This is because each uhj is approximately equal to Uhj = 

uhj + whj(p ! P), and the Uhj can be treated as independent random variables. For a formal discussion 

of these matters, see Rao and Wu (1985), where it is also shown see that stratified jackknife and 

balanced-repeated-replication (BRR) variance estimators are asymptotically identical to vL

2

 in 

equation (5). 

We will assume here that the PSU’s are either drawn with replacement or that there are so many 

PSU’s in a stratum the distinction between with and without replacement sampling vanishes. An 

alternative, model-based treatment ) where P in the definition of Uhi is replaced by a model 

parameter, and the Uhi are assumed independent ) is straightforward, but left for the reader. The 

3

H Uhj in a sampled stratum have a common mean, say :h

. Since p ! P = 3j

 Uhj, E(p !P) = 

3

H nh:h . 0. 

Let Dhj = Uhj !:h

. We can rewrite p !P (approximately) as 3

H 3j

 Dhj, which is the sum of 

independent random variables each with mean zero. Since uhj = Dhj + :h + whj(P !p), the variance 

estimator vL can be written as

 H

 vL

2 . 3 (nh

 /[nh !1]) 3 [ Dhj ! ( 3 Dhi )/nh

]

2

, 

h=1 j0Sh i0Sh

 = 3 { 3 Dhj 

2 ! ( 3 DhjDhi)2

/(nh ! 1)}, 

ij0Sh 
 

 

 

 

 

 

 

 

 

 

 

 

It is now easy to see that E[(p !P)vL

2

] . 3H 3j

 E(Dhj

3

), which in turn has the consistent estimator:

 H

 eL

 = 3 {nh

2

 /([nh ! 1][nh ! 2])} 3 [ uhj ! ( 3 uhi )/nh

]

3

, (6)

 h=1 j0Sh i0Sh 

Too see why eL

 is consistent, note first that nothing is lost asymptotically be replacing each uhi by Dhi 

in equation (6). Then, observe that 

E{ 3j [ Dhj ! ( 3i Dhi )/nh

]

3

 = 3j E(Dhj

3

)(1 ! 3/nh

 + 3/nh

2 ! 1/nh

2

) 

= 3j E(Dhj

3

)(nh ! 2)(nh ! 1)/nh

 2

. 

It is important to realize that eL can not be computed when nh = 2. This means that under quitecommon sampling designs having only two sampled PSU’s per stratum, eL

 can not be calculated. 

That is one reason to ignore the strata and estimate E[(p !P)vL

2

] with 

H

 eC

 = {nI 

2

 /([nI ! 1][nI ! 2])} 3 3 uhj

3

. (7)

 h=1 j0Sh 

This collapsed-stratum method is consistent when the :h

 are all equal to zero. Unlike the 

analogously-defined collapsed-stratum variance estimator (which looks like equation (6) with uhj 

2 

replacing uhj 

3

 and nI /(nI !1) replacing nI 

2 /([nI !1][nI !2])), the bias of eC

 when the :h are not all zero 

can be positive or negative. Observe that uhj . Uhj, and E(Uhj

3

) = E(Dhj

3

) + 3:hE(Dhj

2

) + :h

3

. The 

latter two terms are the source for the potential bias in eC. Recall that 3

H nh:h .0. Thus, strata for 

which :h

 and :h

3

 are both positive will be to some extent off set by strata for which both are negative. 

Not only is the asymptotic bias in eC likely to be negligible, but this estimator will be considerably 

more efficient than eL when there are many strata and few sampled PSU’s per stratum. 

When all nh

 > 2, it is possible to develop and consistent estimator for E[(p !P)vJ

2

] to use with a 

stratified jackknife. That is beyond the scope of this endeavor. Since balanced repeated replication 

requires nh

 to be 2, no BRR analogue to eJ

 exists. 

A Modest Empirical Study 

Although the focus in the text has been on estimating proportion under a complex sample design, 

the modest empirical study we are about to described assumes a simple random sample. What 

complicates matters is that the population P is not a simple proportion but a weighted proportion. 

In particular, P = (3U xkyk)/(3U xk), where the xk are generated from a Chi-square distribution and 

the yk

 from a Bernoulli independently of the xk

. The randomization-based estimator for P is simply 

p = (3S xkyk)/(3S xk) = 3S wkyk. (Under the model generating the data, a better estimator would be 

D = 3S yk /n, but we will ignore this inconvenient fact.) 
 

 

 

We evaluated 50,000 sets of samples generated from the superpopulation creating P. In fact, we 

measured p as an estimator of the superpopulation parameter rather that P. That distinction is trivial 

when U is much larger than S, and we assume it is. We considered eight scenarios. We let P 

(actually the superpopulation parameter) be 0.1 or 0.05, n be 100 or 200, and the xk

 have either 1 or 

5 degrees of freedom. 

We computed the fraction of times a nominal 95% interval actually covered P. We determined the 

coverage intervals four different ways: 

Two-sided Wald Interval: P . p ± zv 

Ad-Hoc Wilson (AHW) Interval: P . p + ( z2

/[2n*])(1 !2p) ± z3⁄4{v2 + z2

/([2n*]2

)} 

The Andersson-Nerman (AN) Interval: P . p + ( z2/[2n'])(1 !2p) ± z3⁄4{v2 + z2/[2n']2} 

Model-based Wilson (MbW) Interval: P . p + ( z2

/[2nM])(1 !2p) ± z3⁄4{p(1 !p)/nM + z2

/[2nM]

2

}, 

where z = 1.96, v2 = 3S wk

2 (yk !p)2

, n* = p(1 !p)/v, and n' = (1 ! 2p)v2/e[(p !P)v2] when p  1⁄2, n 

otherwise, and nM = 1 / 3S wk

2

. The last method applies a Wilson-like derivation using the modelbased variance estimator vM

2

 = P(1!P)/nM in place of v2

. 

The results are given in Table 1. The Andersson-Nerman intervals cover much better than the twosided Wald intervals and slightly better than the ad-hoc Wilsons (essentially the interval in Kott and 

Carr, although there is a slight difference analogous to the change from equation (1) to (2)). It does 

not do as well as we would have liked, however. The model-based Wilson intervals have the best 

coverages. 

Some thought reveals what has happened. The model-based Wilson interval uses a variance 

estimator in the denominator of it is pivotal that has absolutely no variance under the model. By 

contrast, the Anderson-Nerman interval uses a variance estimator that is asymptotically identical to

 v'2 = v2 !(p !P) E[v2(p !P)]/V2. 

Appendix B show that v'2 has less variance under the simple Bernoulli model than the Wald’s v2, 

but that variance is positive when any of the wk

 are unequal to the others. 

As the variance of the variance estimator decreases, the coverage rate increases. This suggests we 

treat the pivotal, (p !P)/v', as if it had a Student’s t distribution with D = 2/{VarM(v'2

) / [EM(v'2

)]2} 

degrees of freedom. In practice, D needs to be estimated, most obviously (see equation (B.1) of 

Appendix B) by

 d = 2p(1 ) p) ( 3wi

 2)

 2 /{(1 ) 2p)2

 [ 3wk 

4 ) {3wk 

3

}

2 / 3wk

 2 ]}. (8) 

A t-adjusted version of Andersson-Nerman (tAN) coverage interval replaces the z-score in the AN 

interval by the corresponding value from a Student’s t distribution with d degrees of freedom. The 

results in Table 1 shows that t-adjusted Andersson-Nerman intervals can be conservative (i.e., have 

coverages over 95%), especially when the xk are Chi-squared with 1 degree of freedom. It appears 

the lower the average value of d, the wider and more conservative the coverage interval. 
Of course, we can get better coverages, easier, and with shorten average lengths (measured on the 

table as percentages of the unit interval) using model-based Wilson intervals. The problem with 

those, however, is that they depend on the yk being independent of the xk. If that were not true or 

nearly true, we suspect a model-based Wilson interval would cover considerably less well. Although 

the t-adjustment in a t-adjusted Andersson-Nerman interval relies on the same model as a modelbased Wilson, the former may prove preferable because it collapses into the model-free AndersonNerman interval as d grows large. Consequently, at the very least, the d calculation serves to warn 

us when the sample size is not large enough to justify using a purely randomization-based AN 

interval. 

More empirical work is needed to see how well the t-adjusted Andersson-Nerman and model-based 

Wilson methods work when the model fails. Our suspicion is that the former is less sensitive to 

model failure. Nevertheless, when the sample size is small, in particular when t2 /n' is not ignorably 

small, or p = 0 (so that d = 0), one has no choice but to use the purely model-based method. 

It should be noted that for a two-sided hypothesis test of whether P = P0, the t-adjusted AnderssonNerman method can be made a bit sharper by replacing the p in equation (8) by P0

, which is more 

consistent with the null hypothesis. 

It is possible to estimate effective degrees of freedom and use the t-adjusted Andersson-Nerman 

coverage interval when p (and v') is based on a sample drawn using a complex design, although we 

will not discuss how here. When doing so, it may be advisable to compute d values under a number 

of alternative models, ones that allow for stratum and/or clustering effects. Randomization-based 

estimation of D (and thus d) is likely to prove impractical. See Kott (1994). 

Finally, a word about one-sided coverages. The lower (upper) coverage displayed in Table 1 is the 

percentage of times a 97.5% one-sided coverage interval is wholly below (above) P. The Wald 

method is notoriously bad at determining one-sided intervals. Even our best two-sided Wald (when 

P = 0.1, n = 200, and the xk are Chi-squared with 5 degrees of freedom) is linked to one-sided 

intervals that are either much too conservative (an “upper coverage” of 1% instead of 2.5%) or too 

lax (a lower coverage of 6.1%). The model-based Wilson method is not supposed to have good onesided coverages, and it doesn’t. In contrast to the Wald, it tends to be conservative for lower 

coverages and lax for upper coverages. This is the situation noted in the literature for the Wilson 

method when p is unweighted. The results are a bit more muddied for the ad-hoc Wilson and the 

two Andersson-Nerman intervals. Nevertheless, it does not seem to be advisable to use these 

methods for one-sided interval construction. 
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Table 1. Comparing the Actual Coverages of Some Two-Sided 95% Coverage Intervals 

When the xk

 are Chi-square with 1 degree of freedom 

Wald AHW MbW AN tAN* Wald AHW MbW AN tAN

 P=0.05 

n=100 n=200 

Coverage 75.6 81.6 94.6 83.9 98.1 83.2 88.3 95.7 89.3 96.9 

Lower Coverage 24.2 15.1 0.6 14.4 0.6 16.5 8.8 0.0 7.7 0.7 

Upper Coverage 0.1 3.3 4.8 1.7 1.3 0.3 2.9 4.3 3.0 2.4 

Average Length 11.8 12.8 16.0 15.3 33.1 9.2 9.8 10.9 11.1 15.7 

Average d 10 14

 P=0.10

 n=100 n=200 

Coverage 84.0 88.6 95.6 91.3 97.0 88.5 91.6 95.6 93.0 95.4 

Lower Coverage 15.5 8.3 0.0 7.4 1.8 10.9 5.7 0.6 4.6 2.4 

Upper Coverage 0.5 3.1 4.4 1.3 1.2 0.6 2.7 3.8 2.4 2.2 

Average Length 17.9 18.3 20.2 22.1 26.8 13.4 13.6 14.3 15.4 16.7 

Average d 24 34 

When the xk

 are Chi-square with 5 degrees of freedom

 Wald AHW MbW AN tAN Wald AHW MbW AN tAN

 P=0.05

 n=100 n=200 

Coverage 86.2 91.4 95.6 92.0 95.7 90.5 93.4 95.2 937 94.8 

Lower Coverage 13.4 5.3 0.5 4.8 1.2 8.9 3.4 0.1 2.8 1.9 

Upper Coverage 0.4 3.3 3.9 3.1 3.1 0.6 3.2 3.7 3.5 3.3 

Average Length 9.3 10.0 10.5 11.0 12.2 6.9 7.2 7.3 7.6 7.9 

Average d 32 56

 P=0.10

 n=100 n=200 

Coverage 90.6 93.5 95.4 94.6 95.5 92.9 94.4 95.2 94.9 95.2 

Lower Coverage 8.6 3.5 1.1 2.7 1.9 6.1 2.8 1.6 2.1 2.9 

Upper Coverage 0.8 3.0 3.5 2.6 2.6 1.0 2.8 3.2 2.9 1.9 

Average Length 13.3 13.6 13.9 14.8 15.3 9.6 9.7 9.8 10.2 10.3 

Average d 78 135 

* For those cases where d = 0 (because p =0), we let the coverage interval be the entire unit interval. This only occurred 

when P = 0.05 and n = 100. 
 

 

 

 

 

 

 

 

 

 

Appendix A: Estimating E[(p!P)v2] under Simple Random Sampling 

In these appendix, we assume P = 3U yk /N, N is so large than finite population correction can be 

ignored, and the sample can be treated as if it were drawn with replacement. Furthermore the 

variance of p = 3S yk /n is estimated with v2 = n-1{ 3S [yk 

2 ! (3S yi

)/n]2}/(n !1). 

Let Dk

 = yk !P, so that p !P = 3S Dk /n. Since we are assuming the sample was effectively drawn 

with replacement, the Dk are (effectively) independent and identically distributed random variables. 

The variance estimator, v2

, can be rewritten as 

v

2

 = n-1{ 3S [Dk 

2 ! (3S Di

)/n]2}/(n ! 1) 

= n-2{ 3S Dk 

2 ! 3S(i,k) Di Dk /(n ! 1)} 

Consequently, E(v2) = n-2 3S E(Dk 

2

) = n-1 E(Dk 

2

), and E[(p!P)v2] = n-2 E(Dk 

3

). Since Dhk has a 

probability of P of equaling (1 ! P), and a probability of (1 ! P) of equaling !P, 

E(Dk 

2

) = P(1 ! P)2 + (1 ! P)2P = P(1 ! P), 

E(Dk 

3

) = P(1 ! P)3 ! (1 ! P)P3

 = P(1 ! P)(1 ! 2P), 

and E(Dk 

4

) = P(1 ! P)4 + (1 ! P)P4 = P(1 ! P)(1 ! 3P + 3P2) 

It is now obvious that E(v2

) = P(1 ! P)/n, as we know, and E[(p!P)v2

] = P(1 ! P)(1 ! 2P)/n2

. Since 

the former has the unbiased estimator vsrs

2

 = p(1 !p)/(n !1), a consistent estimator for the latter 

would be e[(p!P)v2] = p(1 !p)(1 !2p)/[n(n !1)]. Moreover, a consistent estimator for E[(p!P)v2]/V2 

is (1 !2p)/n. 

Appendix B: The Variance of v'2 Under the Bernouli Model 

Letting P and p be weighted, and v be the randomization-based estimator for the variance of p when 

finite population correction is ignored. The model variance of v'2

 = v2 !(p !P) E[v2

(p !P)]/V2 

under the simple Bernouli model is 

VarM(v'2

) = VarM{ v2 !(p !P) E[v2

(p !P)]/V2 }

 = VarM(v2) !{E[v2(p !P)]}2 /V2 

. VarM(v2

) ) (E[3 {wk

3

[yk ) p]3

}])2/E(v2), 

. EM[3{wk

 4 ([yk ) p]4 ) [P{1 ) P}]2

)}] ) [3wk

 3]

2 [P(1 ) P)(1 )2P)]2

/[3wk 

2 P(1 ) P)] 

= P(1 ) P)(1 ) 4P + 4P2

)[ 3wk

 4 ) {3wk

 3}

2 / 3wk 

2

] 

= P(1 ) P)(1 ) 2P)2

 [ 3wk 

4 ) {3wk 

3

}

2 / 3wk

 2 ]. (B.1) 

This value collapses to zero when all the wk are equal, but is positive otherwise. 

Observe that through similar reasoning the model variance of v2 is P(1 ) P)(1 ) 2P)2 3wk 

4

. 
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