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Q114Section III (Statistics)114 of 190

Combining a lower and upper confidence limit into a two-sided interval

Let T1T_1 be a 100⋅α%100\cdot\alpha\% lower confidence limit for θ\theta and T2T_2 be a 100⋅α%100\cdot\alpha\% upper confidence limit for θ\theta. Let P[T1<T2]=1P[T_1<T_2]=1 and 12<α<1\tfrac12<\alpha<1. Then a 100(2α−1)%100(2\alpha-1)\% confidence limit for θ\theta is:

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