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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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Confidence interval for MLE estimator?

I have an MLE estimator which is asymptotically normally distributed with mean $\beta$ and variance $\beta^2/n$. How do I get an approximate confidence interval for this estimator? I know usually two …
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