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

1 Answer
Nov 2, 2015

Answer:

The range of possible values for the parameter under discussion widens.

Explanation:

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.
When we increase the probability, naturally the range widens to include more values.
we talk about #6 sigma# as defining the quality of the process.