confidence interval


confidence interval
The degree of certainty that an event will fall outside of boundaries on a distribution. For a normal distribution, boundaries set at two standard deviations from the mean create approximately 95 percent confidence intervals. In other words, only 5 percent of the events will be smaller or larger than the boundary amounts. Often applied to VaR measures of risk. American Banker Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • Confidence interval — This article is about the confidence interval. For Confidence distribution, see Confidence Distribution. In statistics, a confidence interval (CI) is a particular kind of interval estimate of a population parameter and is used to indicate the… …   Wikipedia

  • Confidence Interval — A term used in inferential statistics that measures the probability that a population parameter will fall between two set values. The confidence interval can take any number of probabilities, with the most common being 95% or 99%. In other words …   Investment dictionary

  • confidence interval —    A statistical measure of confidence in a calculated value. A 95% confidence interval equates to the expectation that the value in question will lie within the range stated 95% of the time and outside the range 5%. A certain allele in a… …   Forensic science glossary

  • confidence interval — pasikliautinasis intervalas statusas T sritis biomedicinos mokslai apibrėžtis Intervalas, kuriam, remiantis artima vienetui tikimybe, priklauso vertinamojo rodiklio tikroji reikšmė. Intervalą įprasta žymėti PI (angl. CI) ir nurodyti tikimybę,… …   Lithuanian dictionary (lietuvių žodynas)

  • confidence interval — pasikliovimo intervalas statusas T sritis Standartizacija ir metrologija apibrėžtis Dydžio verčių intervalas, kuriame su pasirinktąja tikimybe yra matavimo rezultato vertė. atitikmenys: angl. confidence interval vok. Vertrauensbereich, m rus.… …   Penkiakalbis aiškinamasis metrologijos terminų žodynas

  • confidence interval — pasikliovimo intervalas statusas T sritis chemija apibrėžtis Dydžio verčių intervalas, kuriame su pasirinktąja tikimybe yra matavimo rezultatų vertė. atitikmenys: angl. confidence interval rus. доверительная область; доверительный интервал …   Chemijos terminų aiškinamasis žodynas

  • confidence interval — pasikliovimo intervalas statusas T sritis fizika atitikmenys: angl. confidence interval vok. Konfidenzbereich, m; Konfidenzintervall, n; Vertrauensintervall, n rus. доверительная область, f; доверительный интервал, m pranc. intervalle de… …   Fizikos terminų žodynas

  • confidence interval — a type of statistical interval estimate for an unknown parameter: a range of values believed to contain the parameter, with a predetermined degree of confidence. Its endpoints are the confidence limits and it has a stated probability (the… …   Medical dictionary

  • confidence interval — Statistics. the interval bounded by confidence limits. Cf. interval estimation. [1930 35] * * * …   Universalium

  • confidence interval — noun a particular kind of interval estimate of a population parameter …   Wiktionary


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