Definition:Confidence Interval/Level
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Definition
Let $X$ be a random variable.
Let $\theta$ be a population parameter of $X$ whose distribution is unknown.
Consider a $100 \paren {1 - \alpha}$ percent confidence interval for $\theta$.
The confidence level associated with this confidence interval is the coefficient $100 \paren {1 - \alpha}$.
Examples
Common values of confidence levels are:
- $90 \%$, corresponding to $\alpha = 0 \cdotp 10$
- $95 \%$, corresponding to $\alpha = 0 \cdotp 05$
- $99 \%$, corresponding to $\alpha = 0 \cdotp 01$
- $99 \cdotp 9 \%$, corresponding to $\alpha = 0 \cdotp 001$
Also see
- Results about confidence intervals can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): confidence level
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): confidence level