A new confidence interval for the odds ratio

We consider the problem of interval estimation of the odds ratio. An asymptotic confidence interval is widely applied in economics, medicine, sociology, etc. Unfortunately, this confidence interval has a poor coverage probability, significantly smaller than the nominal confidence level. In this paper, a new confidence interval is proposed. Its construction requires only information on the sizes of samples and the sample odds ratio. The coverage probability of the proposed confidence interval is at least the nominal confidence level.