Explanation for the Wilson Score Interval? I'm looking at this blog to try to understand the Wilson Score interval. I understand it somewhat, but I'm confused by the part under the title "Excerpt". In particular, I don't understand what he's calling the "Interval equality principal" and how he arrived at the below graph:

Could someone elaborate on it, or really just explain how/why the Wilson Score Interval is arrived at from the basic Wald Interval (normal approximation)? Basically, what I'm trying to understand is why the Wilson Score Interval is more accurate than the Wald test / normal approximation interval?

The difference between the Wald and Wilson interval is that each is the inverse of the other. This is how the Wilson interval is derived! 
As a result we have the following type of equality, which I referred to as the interval equality principle to try to get this idea across.

Wald(tail, α, Wilson(¬tail, α, p)) = p,

and, correspondingly,

Wilson(tail, α, Wald(¬tail, α, P)) = P, 

where tail ε {0=lower, 1=upper}, α represents the error level (e.g. 1 in 100 = 0.01), and p is an observed probability ε [0, 1]. The Wald interval is a legitimate approximation to the Binomial interval about an expected population probability P, but (naturally) a wholly inaccurate approximation to its inverse about p (the Clopper-Pearson interval). 
In fitting contexts it is legitimate to employ a Wald interval about P because we model an ideal P and compute the fit from there. But when we plot observed p, we need to employ the Wilson interval.
I would encourage people to read the paper, not just the excerpt! 
Sean Wallis
