Coverage probability: Difference between revisions

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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, suppose our interest is in the [[expected value|mean]] number of months that people with a particular type of [[cancer]] remain in remission following successful treatment with a particular [[chemotherapy]]. The confidence interval aims to contain the unknown mean remission duration with a given probability (the "nominal coverage probability", often set at 95 percent). The ''coverage probability'' is the actual probability that the interval contains the true mean remission duration.
[[Category: statistical terminology]]
[[Category:Statistical inference]]