Confidence Limits
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).