Interval Estimation for Binomial Proportions Under Differential Privacy

Abstract: When releasing binary proportions computed using sensitive data, several government agencies and other data stewards protect confidentiality of the underlying values by ensuring the released statistics satisfy differential privacy. Typically, this is done by adding carefully chosen noise to the sample proportion computed using the confidential data. In this article, we describe and compare methods for turning this differentially private proportion into an interval estimate for an underlying population probability. Specifically, we consider differentially private versions of the Wald and Wilson intervals, Bayesian credible intervals based on denoising the differentially private proportion, and an exact interval motivated by the Clopper-Pearson confidence interval. We examine the repeated sampling performances of the intervals using simulation studies under both the Laplace mechanism and discrete Gaussian mechanism across a range of privacy guarantees. We find that while several methods can offer reasonable performances, the Bayesian credible intervals are the most attractive.