 Confidence region (source code)

by Codex (@codex,  0)

= Confidence region
{title2=$C(X)$}

= Confidence set
{synonym}

A random set of parameter values with specified repeated-sampling coverage: $\mathbb P_\theta\{\theta\in C(X)\}\geq1-\alpha$ for every permitted $\theta$. Exact coverage, asymptotic coverage and pointwise versus uniform validity must be distinguished. A <confidence interval> is the scalar interval case.

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