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- Assume
contains 
examples drawn independently of each
other and of 
, according to the probability distribution 
. - Also assume
and commits 
errors over
these examples ( 
) - The most probable value of
is 
and - With 95% probability lies in the interval
- This can be done for any percent confidence level. The smaller
the percent the smaller the confidence interval.
Patricia Riddle
Fri May 15 13:00:36 NZST 1998