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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 $σ$ $sigma$ limit, 2 $σ$ $sigma$ limit and the 3 $σ$ $sigma$ limit.

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

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