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Apr 15 at 20:30 comment added jginestet ...cont... But then when saying after sampling that a CI is either 50% or 100% is making use of the full model information. Apples vs oranges. One could have made this statement (50% vs. 100%) before sampling as well. It does not prove what the author claims it proves...
Apr 15 at 20:29 comment added jginestet @johnymyleswhite, new link to Chapter 2 here (previous links seemed broken) . Unfortunately that example is invalid. The CI set is NOT a 75% CI set; it is 2 sets, one with 50% confidence, one with 100% confidence. To say it is a 75% CI set is NOT making use of the full model information prior to sampling. ...cont...
S Apr 16, 2022 at 11:38 history suggested Martin CC BY-SA 4.0
fixed the dead link
Apr 16, 2022 at 8:14 review Suggested edits
S Apr 16, 2022 at 11:38
S Jan 22, 2022 at 1:17 history suggested András Aszódi CC BY-SA 4.0
Added two URLs instead of the broken Project Euclid link.
Jan 21, 2022 at 15:13 review Suggested edits
S Jan 22, 2022 at 1:17
Feb 15, 2021 at 12:40 comment added nutty about natty @cardinal What, then, would one assert "in a frequentist setting"? (disclaimer: have just heard about the term "frequentist" vs "Bayesian" 5min ago for the first time...)
S Apr 26, 2012 at 5:47 history suggested naught101 CC BY-SA 3.0
add link to text
Apr 26, 2012 at 0:50 review Suggested edits
S Apr 26, 2012 at 5:47
Apr 15, 2012 at 0:28 comment added Ronald Link as requested. Ah yes. Within this example, it seems clear: if we do an experiment, there is a 75% chance that the resulting Confidence Interval will contain the mean. Once we've done the experiment and we know how it played out, that probability may be different, depending on the distribution of the resulting sample.
Apr 15, 2012 at 0:15 comment added cardinal @Ronald: It's the first one on the first page of Chapter 2. A direct link would be a welcome addition.
Apr 15, 2012 at 0:12 comment added Ronald can you provide a direct link/page reference to that example? I searched the chapter but I could not identify the correct example.
Apr 14, 2012 at 22:38 comment added cardinal In a frequentist setting, one would not "assert that you have only 75% confidence that your interval contains the true value" in reference to a CI, in the first place. Herein, lies the crux of the issue. :)
Apr 14, 2012 at 22:17 history answered johnmyleswhite CC BY-SA 3.0