Abstract
This article studies the construction of a Bayesian confidence interval for risk difference in a 2×2 table with structural zero. The exact posterior distribution of the risk difference is derived under the Dirichlet prior distribution, and a tail-based interval is used to construct the Bayesian confidence interval. The frequentist performance of the tail-based interval is investigated and compared with the score-based interval by simulation. Our results show that the tail-based interval at Jeffreys prior performs as well as or better than the score-based confidence interval.
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