Coverage probability: Difference between revisions
no edit summary
m (Minor stylistic edits)
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 less than or greater than 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."
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.