Statistics and Probability Dictionary

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Confidence Level

In survey sampling, different samples can be randomly selected from the same population; and each sample can often produce a different confidence interval. Some confidence intervals include the true population parameter; others do not.

A confidence level refers to the percentage of all possible samples that can be expected to include the true population parameter. For example, suppose all possible samples were selected from the same population, and a confidence interval were computed for each sample. A 95% confidence level implies that 95% of the confidence intervals would include the true population parameter.

See also:   Statistics Tutorial: Estimation Problems