Confidence Limits

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The following article is from The Great Soviet Encyclopedia (1979). It might be outdated or ideologically biased.

Confidence Limits


Confidence limits for an unknown value of the parameter θ, which correspond to the given coefficient of confidence p, are the functions θ1,(ξ1, ξ2 … , ξn) and θ2,(ξ1, ξ2 … , ξn) of the observations ξ1, ξ2 … , ξnsuch that for any “permissible” probability distribution, the inequalities

θ1,(ξ1, ξ2 … , ξn) ≤ θ ≤ θ2 θ2,(ξ1, ξ2 … , ξn)

are realized with a probability of not less than P (and, consequently, are violated with a probability of not greater than 1 - P).

The Great Soviet Encyclopedia, 3rd Edition (1970-1979). © 2010 The Gale Group, Inc. All rights reserved.
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