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术语 confidence interval
释义 confidence interval
可信度区间;[信任区间]
A range of values about a parameter estimate such that the probability that the true value of the parameter lies within the range is some fixed value, α , known as the confidence level. The upper and lower limits of the range are known as confidence limits. Confidence limits are calculated from the theoretical frequency distribution of the estimating function. The concept may be generalized to several parameters. A confidence region at level α containsthe true values of the parameters with probability α.
一种参数估计可取值的范围,使得此参数为真值落在这个范围内 的概率是某个称作可信度的固定值α。这个范围的上下限叫作可信度界限, 它可从估值函数的理论频率分布计算得到。这个概念可推广到多个参数,此时,在可信度α处 的可信度域包含了所有具有概率α的参数真值。
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