In frequentist statistics, there is a close connection between confidence intervals and tests. Using inference about $\mu$ in the $\rm N(\mu,\sigma^2)$ distribution as an example, the $1-\alpha$ ...
I realize the methodology pursued by the Frequentist and Bayesian camps generally differ. However, one method of estimation that they do share is optimization of a certain function: Frequentists ...
Possible Duplicate: What, precisely, is a confidence interval? Yes, similar questions have been asked before, but many of the answers seem contradictory and don't address my issue. (Or my ...
In the wikipedia article on Credible Interval, it says: For the case of a single parameter and data that can be summarised in a single sufficient statistic, it can be shown that the credible ...
Joris and Srikant's exchange here got me wondering (again) if my internal explanations for the the difference between confidence intervals and credible intervals were the correct ones. How you would ...
The wiki article on credible intervals has the following statement: credible intervals and confidence intervals treat nuisance parameters in radically different ways. What is the radical ...