February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
The confidence interval associated with an observed test
statistic is found by integrating the sampling density under all
hypotheses.
A particular hypothesized treatment effect is in a 100(1-a)% confidence interval
for the observation if, based on the sampling density for that
hypothesis, the probability of a test statistic lower (or
greater) than the observed value is between a/2 and 1-a/2
(For which hypothesized values of the treatment effect
is the observed data not too unusual?)