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苏·Xu · 2023年03月01日

置信度

NO.PZ2017092702000111

问题如下:

For a two-sided confidence interval, an increase in the degree of confidence will result in:

选项:

A.

a wider confidence interval.

B.

a narrower confidence interval.

C.

no change in the width of the confidence interval.

解释:

A is correct.

As the degree of confidence increases (e.g., from 95% to 99%), a given confidence interval will become wider. A confidence interval is a range for which one can assert with a given probability 1 – α, called the degree of confidence, that it will contain the parameter it is intended to estimate.

随着置信度的增加(例如,从 95% 到 99%),给定的置信区间将变得更宽。 置信区间是一个范围,人们可以以给定的概率 1 – α(称为置信度)并代表它会包含我们要估计的参数。

置信度增加,不是应该估计越准确吗?

1 个答案

星星_品职助教 · 2023年03月01日

同学你好,

置信度不是估计的准确度。根据置信区间的公式可以看出,置信度增加会导致reliability factor变大,导致置信区间变宽。例如99%(±2.58)的置信区间必然要比同等情况下的95%(±1.96)置信区间宽。

估计准确度的衡量标准为置信区间的宽度。置信区间越宽,估计越不准确。置信区间越窄,估计的越精细,估计才越准确。

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