| confidence level |
The degree of assurance that a specified failure rate is not exceeded. VaR is often expressed as the amount that a portfolio could lose over a 1, 10 or 30 day time horizon at a 95% of 99% level of comfort.
출처: www.cmra.com/html/body_glossary.html
|
|---|---|
| confidence level |
probability (for example, .05 or .01) of rejecting a null hypothesis that is in fact true; also called the alpha level.
출처: hudsonmediaresearch.com/glossary_of_research_terms...
|
| confidence level |
The degree of assurance.
출처: www.bursah.com/Pages/Glossary/GlossaryC.html
|
| confidence level |
Confidence levels measure the likelihood that the true value is within a certain distance of the results of a sample analysis. For example, if we analyzed a sample of loans and said that the sample defect rate was 12%, the confidence level would tell us how likely it is that the population defect rate is also 12%. If the result we produce says that the population value is 12% with a 95% confidence level, this means that 95% of the time, the population value will be about 12%. ...
출처: www.cogentqc.com/Resources/Articles%20and%20Books/...
|