Coverage probability: Difference between revisions

In statistics, the '''coverage probability''' of a [[confidence interval]] is the proportion of the time that the interval contains the true value of interest. For example, if our interest is the [[expected value|mean]] number of months that people with a particular type of [[cancer]] who are treated with a particular [[chemotherapy]] remain in remission, the confidence interval aims to contain thatthe unknown duration with a given probability (the "nominal coverage probability"). The ''coverage probability'' is the actual probability that the interval contains the true duration. If all assumptions used in deriving a confidence interval are met, the nominal coverage probability will equal the coverage probability (termed "true" or "actual" coverage probability for emphasis). If any assumptions are not met, the actual coverage probability could be either be below or above the nominal coverage probability. When the actual coverage probability is greater than the nominal coverage probability, the interval is termed "conservative", if it is less than the nominal coverage probability, the interval is termed "anti-conservative", or "permissive."