A strategy for smoothing the distribution of the binomial random variable X is to base our inference on X + Y, where Y
is a comparatively small random noise, using X + Y instead of X in the formula for our chosen confidence interval. Having
a smoother distribution leads to a better normal approximation, which in turn reduces the coverage fluctuations of the
interval. From a purely probabilistic perspective, the split sample method can be seen to be a special case of this strategy.
Let Z be a random variable which, conditioned on X, follows a Hypergeometric(n, X, n1) distribution. Then it follows from
(1) that