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Confidence region

In statistics, a confidence region is a multi-dimensional generalization of a confidence interval. For a bivariate normal distribution, it is an ellipse, also known as the error ellipse. More generally, it is a set of points in an n-dimensional space, often represented as a hyperellipsoid around a point which is an estimated solution to a problem…

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The case of independent, identically normally-distributed errors

Dependent variableIndependent variablesIndependently distributedNormal distributionsReduced chi-squared
14 related topics

Weighted and generalised least squares

CovarianceIdentity matrixOff-diagonal elements
3 related topics

Nonlinear problems

Chi-squaredLinear approximationBootstrapping
3 related topics

Interpretation

Prior probabilities
1 related topics

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Interpretation

The case of independent, identically normally-distributed errors

Weighted and generalised least squares

Nonlinear problems

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Map overview Semantic statistics

Confidence region

Nodes33
Edges32
Triples7
Avg. degree1.94
Density0.060606
Components1

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Confidence region

Top relations

related to Nonlinear problems · 4
Confidence region → Confidence, One, The, This
related to Interpretation · 2
Confidence region → However, The
is a · 1
Confidence region → multi-dimensional generalization of a confidence interval

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Important terminology

region confidence displaystyle boldsymbol values beta distribution set also covariance matrix parameters elements point estimated problem ellipsoid known solution case

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Confidence regionis amulti-dimensional generalization of a confidence interval0.90text
Confidence regionrelated to InterpretationThe0.60section
Confidence regionrelated to InterpretationHowever0.60section
Confidence regionrelated to Nonlinear problemsConfidence0.60section
Confidence regionrelated to Nonlinear problemsThe0.60section
Confidence regionrelated to Nonlinear problemsOne0.60section
Confidence regionrelated to Nonlinear problemsThis0.60section

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