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

Nov 2, 2015

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 {$\mu$ - 3$\sigma$ < x < $\mu$ + 3$\sigma$] which is roughly 0.95.
we talk about $6 \sigma$ as defining the quality of the process.