Confidence level: Difference between revisions
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imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Classify page.) |
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*[[Value at risk]] | *[[Value at risk]] | ||
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Revision as of 20:31, 22 January 2022
- In Value at risk analysis, the degree of confidence - for example 99% - that the result will not be worse than the money amount specified, within the given time period.
- More generally, a degree of confidence about any matter, usually but not necessarily quantified.