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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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Suitable definition of breakdown point for estimators of bounded statistics (i.e constrained...
Let $\Theta$ be a nonempty compact subset of $\mathbb R^d$. For example, the reader may think of the closed unit-ball $\Theta := \{\theta \in \mathbb R^d \mid \|\theta\|_2 \le 1\}$. Consider an estima …