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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.<ref>Dodge, Y. (2003) ''The Oxford Dictionary of Statistical Terms'', OUP. {{ISBN
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 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 "anticonservative", or "permissive."
