Доверительный интервал
Доверительный интервал – предельные значения статистической величины, которая с заданной доверительной вероятностью γ будет находится в этом интервале при выборке большего объема. Обозначается как P(θ - ε < x < θ + ε) = γ. Мерой доверия оценке θ считается вероятность γ того, что погрешность оценки |θ - x| не превысит заданной точности ε: . На практике выбирают доверительную вероятность γ из достаточно близких к единице значений γ = 0.9, γ = 0.95, γ = 0.99.
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