MEANING
The long-run proportion of intervals from a specified procedure expected to contain the parameter they estimate.
Use it for
Use when interpreting confidence intervals precisely.State the repeated-sample coverage target of an interval procedure.
Words that belong together
- 95% confidence level
- set a confidence level
- confidence level of a procedure
On the page
A 95% confidence level describes the method’s long-run coverage, not the probability assigned to this fixed interval.
Nearby words
Word forms
- Base
- confidence level
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Usage notes
In frequentist statistics, the level describes repeated-sample coverage; it is not the posterior probability that one calculated interval contains the parameter.
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