Parameter space
= Parameter space
{title2=$\Theta$}
The <parameter space> of a <statistical model> is the set of allowed <statistical parameter> values indexing its <probability distributions>. For an <exponential distribution> parametrized by its <mean>, $\Theta=(0,\infty)$; for a <Bernoulli distribution>, $\Theta=[0,1]$. Intersecting a <confidence interval> with the known <parameter space> cannot remove the true <statistical parameter> and therefore preserves its <coverage probability>.