Setting the Confidence Level

The size of the confidence region is determined by the chosen level of confidence. It can be expressed as the probabilty (i.e., a number between 0 and 1) that the true system can be found within the region.

The probability is computed under the assumption that the estimate has a normal distribution. Alternatively, the confidence region can be expressed as a number of standard deviations. For example, a probability of 0.99 (99%) corresponds to 2.58 standard deviations.

There are three ways to set the confidence level:

1. Enter the desired number of standard deviations in the left edit box,
2. Enter the desired confidence level in the right edit box,
3. Use the slider to change the values.

Press Apply to compute and plot the new confidence intervals.

Help topics.

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