High Quality Content by WIKIPEDIA articles! In statistics, a confidence region is a multi-dimensional generalization of a confidence interval. It is a set of points in an n-dimensional space, often represented as an ellipsoid around a point which is an estimated solution to a problem, although other shapes can occur. The confidence region is calculated in such a way that if a set of measurements were repeated many times and a confidence region calculated in the same way on each set of measurements, then a certain percentage of the time, on average, the confidence region would include the point representing the "true" values of the set of variables being estimated. However, it does not mean, when one confidence region has been calculated, that there is a 95% probability that the "true" values lie inside the region, since we do not assume any particular probability distribution of the "true" values and we may or may not have other information about where they are likely to lie.

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