What happens to the confidence interval if you increase the confidence level?

1 Answer
Nov 2, 2015

The range of possible values for the parameter under discussion widens.

Explanation:

While studying the properties of a Normal Distribution, we calculate the 1 sigma limit, 2 sigma limit and the 3 sigma limit.

The 3 sigma limit simply means Pr {mu - 3sigma < x < mu + 3sigma] which is roughly 0.95.
When we increase the probability, naturally the range widens to include more values.
we talk about 6 sigma as defining the quality of the process.