[EMAIL PROTECTED] wrote in message news:<[EMAIL PROTECTED]>... > Yes, your explanation is correct, and is the "proper" interpretation > of a CI. > > BUT, suppose you perform the experiment once, and calculate > a 95% CI for mu to be (3.5, 7.1). It is NOT correct to assert that > there is a 95% probability that mu lies in THIS interval. What you can say is > that THIS interval was calculated using a method that gives the > correct result 95% of the time. > > --
so what is true is that if one sampled repeatedly and independently from the population, constructing 95% CI's each time, that 95% of these intervals would contain the true value of the parameter. we are therefore, in the frequentists' lingo, 95% CONFIDENT that we have one of those 95 out of every 100 intervals. the sampled results vary but the parameter does not!!! it is either in the interval or it is not, and the probability is associated with the interval and not with any statement about the parameter. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
