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Where
  • P[] is the proportion of randomly selected estimates falling within the specified range.
  • Θ is the parametric value of the statistic of interest.
  • L and U are the lower and upper confidence limits, estimated from each sample.
  • -L & U- are the estimated lower and upper confidence intervals about an estimate of Θ.
  • α is the combined tail end probability, usually 100α = 5%