Category:Definitions/Confidence Intervals

This category contains definitions related to Confidence Intervals.
Related results can be found in Category:Confidence Intervals.

Let $\theta$ be a population parameter of some population.

Let $X$ be a random sample from this population.

Let $I = \openint {\map f X} {\map g X}$ for some real-valued functions $f$, $g$.

$I$ is said to be a $100 \gamma \%$ confidence interval for $\theta$ if:

$\map \Pr {\theta \in I} = \gamma$

where $0 < \gamma < 1$.