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A confidence interval is an interval that covers an unknown parameter with $100(1-\alpha)\%$ confidence. Confidence intervals are a frequentist concept. They are often confused with credible intervals which is the Bayesian analog.

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Prediction intervals for machine learning algorithms

I am thinking about this problem now. Here are my findings: (1) Delta Method (2) Bootstrap Resampling (3) Bayesian method (4) Mean-Variance Estimation (MVE) The idea is trying to estimate the …
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