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  2. Confidence interval - Wikipedia

    en.wikipedia.org/wiki/Confidence_interval

    The confidence interval can be expressed in terms of statistical significance, e.g.: "The 95% confidence interval represents values that are not statistically significantly different from the point estimate at the .05 level." [20] Interpretation of the 95% confidence interval in terms of statistical significance.

  3. Fieller's theorem - Wikipedia

    en.wikipedia.org/wiki/Fieller's_theorem

    a) The expression inside the square root has to be positive, or else the resulting interval will be imaginary. b) When g is very close to 1, the confidence interval is infinite. c) When g is greater than 1, the overall divisor outside the square brackets is negative and the confidence interval is exclusive.

  4. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    In statistics, the 68–95–99.7 rule, also known as the empirical rule, and sometimes abbreviated 3sr, is a shorthand used to remember the percentage of values that lie within an interval estimate in a normal distribution: approximately 68%, 95%, and 99.7% of the values lie within one, two, and three standard deviations of the mean, respectively.

  5. Binomial proportion confidence interval - Wikipedia

    en.wikipedia.org/wiki/Binomial_proportion...

    The probability density function (PDF) for the Wilson score interval, plus PDF s at interval bounds. Tail areas are equal. Since the interval is derived by solving from the normal approximation to the binomial, the Wilson score interval ( , + ) has the property of being guaranteed to obtain the same result as the equivalent z-test or chi-squared test.

  6. Dunnett's test - Wikipedia

    en.wikipedia.org/wiki/Dunnett's_test

    When calculating one sided upper (or lower) confidence interval for the true value of the difference between the mean of the treatment and the control group, constitutes the probability that this actual value will be less than the upper (or greater than the lower) limit of that interval. When calculating two-sided confidence interval ...

  7. Rule of three (statistics) - Wikipedia

    en.wikipedia.org/wiki/Rule_of_three_(statistics)

    Comparison of the rule of three to the exact binomial one-sided confidence interval with no positive samples. In statistical analysis, the rule of three states that if a certain event did not occur in a sample with n subjects, the interval from 0 to 3/ n is a 95% confidence interval for the rate of occurrences in the population.

  8. Confidence and prediction bands - Wikipedia

    en.wikipedia.org/wiki/Confidence_and_prediction...

    Confidence bands can be constructed around estimates of the empirical distribution function.Simple theory allows the construction of point-wise confidence intervals, but it is also possible to construct a simultaneous confidence band for the cumulative distribution function as a whole by inverting the Kolmogorov-Smirnov test, or by using non-parametric likelihood methods.

  9. Coverage probability - Wikipedia

    en.wikipedia.org/wiki/Coverage_probability

    In statistical estimation theory, the coverage probability, or coverage for short, is the probability that a confidence interval or confidence region will include the true value (parameter) of interest. It can be defined as the proportion of instances where the interval surrounds the true value as assessed by long-run frequency. [1]