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What is Coverage Probability

Encyclopedia of Business Analytics and Optimization
In statistics, the coverage probability of a confidence interval is the proportion of the time that the interval contains the true value of interest.
Published in Chapter:
Empirical Likelihood-Based Method for LME Models
Haiyan Su (Montclair State University, USA)
Copyright: © 2014 |Pages: 12
DOI: 10.4018/978-1-4666-5202-6.ch076
Full Text Chapter Download: US $37.50 Add to Cart
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A Review of Bootstrap Methods in Ranked Set Sampling
This term refers to the probability that a confidence region contains the true value of a parameter.
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