Coverage probability

id: coverage-probability-255-10757691
title: Coverage probability
text: In statistical estimation theory, the coverage probability, or coverage for short, is the probability that a confidence interval or confidence region will include the true value (parameter) of interest. It can be defined as the proportion of instances where the interval surrounds the true value as assessed by long-run frequency. In statistical prediction, the coverage probability is the probability that a prediction interval will include an out-of-sample value of the random variable. The coverag
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category slug: encyclopedia
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original url: https://en.wikipedia.org/wiki/Coverage_probability
date created:
date modified: 2024-02-16T06:27:14Z
main entity: {"identifier":"Q5179217","url":"https://www.wikidata.org/entity/Q5179217"}
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integrity: 13

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