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May we choose the confidence interval's width or credible interval'swidth based on a loss-function or cross-validation?
May we choose the confidence interval or credible interval based on an empirical risk loss-function?
I think we blindly generate the width intervals without any optimization or rely on some ...
user318514
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Interpretations of negative confidence interval
Let's say I measured the weights of 50 chickens from my family farm, which keeps 1000 chickens. The sample mean is 5 kg, SEM is ± 3 kg, and the 95% confidence interval is 5 ± 3 * 1.96 = -0.88 kg to 10....
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