by John on (#6B2VN)
“The only use I know for a confidence interval is to have confidence in it.” — L. J. Savage Can you have confidence in a confidence interval? In practice, yes. In theory, no. If you have a 95% confidence interval for a parameter θ, can you be 95% sure that θ is in that interval? […]The post Can you have confidence in a confidence interval? first appeared on John D. Cook.