Confidence Region and Not-reject Region

Either Confidence Interval (CI) or Null Hypothesis Significance Test (NHST) has the same business, to advise whether some sample X\equiv\left(X_{1},X_{2},\dots,X_{n}\right) is or is not disliked by some hypothesized parameter \vartheta. manages a database. For each Miss \vartheta, NHST spies out all she dislikes. Mr X logs in and inputs a girl name and his credit card number, to bet his luck whispering-- Does she dislike me? manages a database too. For each Mr X, CI only needs his credit card with his name X on it, then serves him a full list of available girls. has been historically monopolizing the market. Nevertheless, somebody prefer visiting and find that the two may share database in most cases.

Not-reject Region of \vartheta is defined as A\left(\vartheta\right)=\left\{ x:\vartheta\; doesn't\;dislike\;x\right\} .

Confidence Region of x is defined as S\left(x\right)\equiv\left\{ \vartheta:\vartheta\; doesn't\;dislike\;x\right\} .

\theta\in S\left(X\right)\Leftrightarrow \theta\,does\,not\,dislike\,X \Leftrightarrow\,X\in\,A\left(\theta\right)

So, Pr_{\vartheta}\left(\vartheta\in S\left(X\right)\right)\ge1-\alpha,\forall\vartheta\Longleftrightarrow Pr_{\vartheta}\left(X\notin A\left(\vartheta\right)\right)\le\alpha,\forall\vartheta

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