Interpreting Conclusions

Learn confidence-level interpretation, type i errors and multiple testing.

Lesson 3 of 32 parts Practice Flashcards
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Confidence-Level Interpretation

Objective: Explain confidence-level interpretation, apply the stated method, and check its conditions.

A valid 95% confidence procedure covers a fixed true parameter in 95% of repeated samples in the long run. Once an interval is computed, frequentist coverage does not assign a 95% probability to the fixed parameter lying in that particular interval. Coverage depends on design and assumptions. Confidence refers to the repeated procedure, not a probability assigned to a fixed parameter.

Formulas

  • Long-run coverage = confidence level

Worked examples

Try itIn a simulation of 700 intervals from a valid 95% confidence procedure, what is the expected number covering a fixed true parameter?Show answer

Step 1: The confidence level describes the long-run procedure. Step 2: Use 0.95·700. Step 3: The expected count is 665; actual simulations vary.

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