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.
The "probability" in ''coverage probability'' is interpreted with respect to a set of hypothetical repetitions of the entire data collection and analysis procedure. In these hypothetical repetitions, [[independence (probability theory)|independent]] data sets following the same [[probability distribution]] as the actual data are considered, and a confidence interval is computed from each of these data sets.
[[Category: statisticalStatistical terminology]]
[[Category:Statistical inference]]