Definition:Confidence Interval/Motivation
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Confidence Interval: Motivation
A $100 \paren {1 - \alpha}$ percent confidence interval for a population parameter $\theta$ derived from a given sample covers all values of $\theta_0$ of that parameter that would be accepted at significance level $\alpha$ in a hypothesis test of:
- the null hypothesis $H_0: \theta = \theta_0$
against:
- the alternative hypothesis $H_1: \theta \ne \theta_0$.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): confidence interval
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): confidence interval