One Sided Confidence Intervals
1. Context
In this video from FRM Part 1 (Quantitative Analysis section), we explore the concept of a one-sided confidence interval – how such intervals are constructed and how they are used for the purpose of hypothesis testing. The intuition and rules of thumb associated with the usual two sided confidence intervals come in handy. This video is included in the FRM Part 1 preparation course. The details of the reading in which this topic appears are given below:
| Area | Quantitative Analysis |
| Reading | Hypothesis Testing |
| Reference | Chapter 6. Hypothesis Testing In GARP Official Books (FRM Part I, QA section) (GARP, 2020). |