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[1] [2] The confidence level, degree of confidence or confidence coefficient represents the long-run proportion of CIs (at the given confidence level) that theoretically contain the true value of the parameter; this is tantamount to the nominal coverage probability. For example, out of all intervals computed at the 95% level, 95% of them should ...
Moderate confidence generally means credibly sourced and plausible information, but not of sufficient quality or corroboration to warrant a higher level of confidence. [ 1 ] Low confidence generally means questionable or implausible information was used, the information is too fragmented or poorly corroborated to make solid analytic inferences ...
The National Intelligence Council's recommendations described the use of a WEP paradigm (table 2) in combination with an assessment of confidence levels ("high, moderate, low") based on the scope and quality supporting information:
In the social sciences, a result may be considered statistically significant if its confidence level is of the order of a two-sigma effect (95%), while in particle physics and astrophysics, there is a convention of requiring statistical significance of a five-sigma effect (99.99994% confidence) to qualify as a discovery. [3]
Confidence bands can be constructed around estimates of the empirical distribution function.Simple theory allows the construction of point-wise confidence intervals, but it is also possible to construct a simultaneous confidence band for the cumulative distribution function as a whole by inverting the Kolmogorov-Smirnov test, or by using non-parametric likelihood methods.
For the case of a single parameter and data that can be summarised in a single sufficient statistic, it can be shown that the credible interval and the confidence interval coincide if the unknown parameter is a location parameter (i.e. the forward probability function has the form (|) = ()), with a prior that is a uniform flat distribution; [6 ...
Comparison of the rule of three to the exact binomial one-sided confidence interval with no positive samples. In statistical analysis, the rule of three states that if a certain event did not occur in a sample with n subjects, the interval from 0 to 3/ n is a 95% confidence interval for the rate of occurrences in the population.
The source reliability is rated between A (history of complete reliability) to E (history of invalid information), with F for source without sufficient history to establish reliability level. The information content is rated between 1 (confirmed) to 5 (improbable), with 6 for information whose reliability can not be evaluated.