# Confidence Interval

An interval ${\displaystyle (l(s),u(s))}$ is a ${\displaystyle \gamma }$-confidence interval for ${\displaystyle \psi (\theta )}$if:

${\displaystyle P_{\theta }{\Bigl (}\psi (\theta )\in (l(s),u(s)){\Bigr )}\geq \gamma }$

for every ${\displaystyle \theta \in \Omega }$.