We provide Buehler-optimal one-sided and some valid two-sided confidence
intervals for the average success probability of a possibly inhomogeneous fixed
length Bernoulli chain, based on the number of observed successes. Contrary to
some claims in the literature, the one-sided Clopper-Pearson intervals for the
homogeneous case are not completely robust here, not even if applied to
hypergeometric estimation problems.Comment: Revised version for: Probability and Mathematical Statistics. Two
  remarks adde

Mattner, Lutz

Tasto, Christoph