Confidence Interval

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

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

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

for every $\theta \in \Omega$$\theta \in \Omega$.