原文由 happyjyl 发表:
请茅茅讲讲置信限、置信水平、置信区间?
茅茅 may be busy, may I share the following information abstracted from GB/T 3358.1.
Referring to Clause 3.49 of GB/T 3358.1-Terms for Statistics, the definition of “Confidence Level” is:
[
T1, T2] is a one-sided or two-sided confidence interval of θ, 1-α is a number between 0 and 1; for everyθ, there is P(T1≦θ≦T2)≧1-α, then 1-α is the confidence level of this confidence interval. P(T1≦θ≦T2)≧1-α is a probability and usually expressed in percentage. Therefore, 90% CL generally stands for 90% Confidence Level.
The definition of confidence interval and confidence limit can be found in Clause 3.47 and 3.48 (I only have the hard copy of GB/T 3358.1; anybody has the e-copy, please upload.). In short, confidence limits are T1 and T2, while confidence interval is the interval between T1 and T2.