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Estimating Instrument Performance: with Confidence Intervals and Confidence Bounds



John Lu


Instrument performance is evaluated through performing a set of tests, and the test results determine whether the instrument meets or fails the standard requirements. The test data are analyzed and usually point estimate and con dence bounds are calculated, on which a testing decision can be made. This chapter provides a recipe of statistical analysis of the test data, including estimation of probability of detection or identi - cation, or false alarm rate, and particularly on how various confidence intervals and confidence bounds are computed based on sound statistical principles.
Technical Note (NIST TN) - 2119
Report Number


Probability of detection, false alarm rate, confidence intervals, confidence bounds, binomial proportion, tables for Bayesian credible intervals.


Lu, J. (2020), Estimating Instrument Performance: with Confidence Intervals and Confidence Bounds, Technical Note (NIST TN), National Institute of Standards and Technology, Gaithersburg, MD, [online], (Accessed May 30, 2024)


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Created September 28, 2020, Updated September 29, 2020