Confidence Interval An interval ( l ( s ) , u ( s ) ) {\displaystyle (l(s),u(s))} is a γ {\displaystyle \gamma } -confidence interval for ψ ( θ ) {\displaystyle \psi (\theta )} if: P θ ( ψ ( θ ) ∈ ( l ( s ) , u ( s ) ) ) ≥ γ {\displaystyle P_{\theta }{\Bigl (}\psi (\theta )\in (l(s),u(s)){\Bigr )}\geq \gamma } for every θ ∈ Ω {\displaystyle \theta \in \Omega } .