“Confidence Interval”的概念、定义、习题解题方法及翻译-数学辞典

单词

Confidence Interval

释义

Confidence Interval

The probability that a measurement will fall within a given Closed Interval . For a continuous distribution,

(1)

where

is the Probability Distribution Function. Usually, the confidence interval of interest issymmetrically placed around the mean, so

(2)

where

is the Mean. For a Gaussian Distribution, the probability that a measurement falls within

of the mean


			(3)

Now let

, so

. Then


			(4)

where

is the so-called Erf function. The variate value producing a confidence interval CI is often denoted

, so

(5)

To find the standard deviation range corresponding to a given confidence interval, solve (4) for .

(6)

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