I have two measurements from two different distributions. I know both of these distributions are binomial and I measure $k_1$ successes from $n_1$ trials for distribution 1 and $k_2$ successes from $n_2$ trials from distribution 2. From this, I estimate the probability parameter for each distribution as ${p_1} = \frac{k_1}{n_1}$ and ${p_2} = \frac{k_2}{n_2}$.
As well as having point estimates of $p_1$ and $p_2$, I'd like to quantify the uncertainty in some way. After reading this excellent post I'm convinced that what I want is a confidence interval.
To get a confidence interval for each of my estimates I can just use any of the methods on this page.
However, I also want to calculate different properties that are functions of $p_1$ and $p_2$, $f(p_1,p_2)$ and would like to get a confidence interval of the resulting quantities. This is where I get stuck. I can find some information on how to calculate a confidence interval for specific forms of $f$, e.g. if I know $f(p_1,p_2) = \frac{p_1}{p_2}$. But I can't find any way to calculate a confidence interval for general forms of $f$. What if I want a confidence interval on $f(p_1,p_2) = log(p_1^2+p_2^2)$? Or some other complicated form?
I can see how I could do this if I was using a bayesian credibility interval for $p_1$ and $p_2$. In this case I just randomly sample from the posterior for $p_1$ and $p_2$, and find limits on the distribution of $f(p_1,p_2)$ under this random sampling. This is what I will do if there is not a good alternative.
However, I prefer the interpretation of confidence intervals. Is there some numerical technique for calculating a confidence interval for $f(p_1,p_2)$? Or does it have to be worked out in detail for every particular form of $f$?
