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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. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    The following images show the density of the t distribution for increasing values of ... An alternative formula, ... is a 90% confidence interval for μ.

  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. 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]

  6. Confidence and prediction bands - Wikipedia

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

    If each interval individually has coverage probability 0.95, the simultaneous coverage probability is generally less than 0.95. A 95% simultaneous confidence band is a collection of confidence intervals for all values x in the domain of f(x) that is constructed to have simultaneous coverage probability 0.95.

  7. Three-point estimation - Wikipedia

    en.wikipedia.org/wiki/Three-point_estimation

    The E and SD values are then used to convert the project time estimates to confidence intervals as follows: The 68% confidence interval for the true project work time is approximately E(project) ± SD(project) The 90% confidence interval for the true project work time is approximately E(project) ± 1.645 × SD(project) The 95% confidence ...

  8. Rule of three (statistics) - Wikipedia

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

    The rule can then be derived [2] either from the Poisson approximation to the binomial distribution, or from the formula (1−p) n for the probability of zero events in the binomial distribution. In the latter case, the edge of the confidence interval is given by Pr(X = 0) = 0.05 and hence (1−p) n = .05 so n ln(1–p) = ln .05 ≈ −2

  9. Confidence distribution - Wikipedia

    en.wikipedia.org/wiki/Confidence_Distribution

    Classically, a confidence distribution is defined by inverting the upper limits of a series of lower-sided confidence intervals. [15] [16] [page needed] In particular, For every α in (0, 1), let (−∞, ξ n (α)] be a 100α% lower-side confidence interval for θ, where ξ n (α) = ξ n (X n,α) is continuous and increasing in α for each sample X n.