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Results tagged with credible-interval
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user 426345
A credible interval is an interval in Bayesian statistics that includes the true value of a parameter with $100(1-\alpha)\%$ posterior probability. Credible intervals treat the interval as fixed and the parameter as random.
2
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Accepted
Estimating High Confidence Upper Bound for Quantile of Unknown Distribution
As @Michael M pointed out in a comment, this problem is actually quite easy for a one-sided bound as described in my question.
We can get the required sample complexity to obtain a high confidence upp …
- 51
3
votes
1
answer
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Estimating High Confidence Upper Bound for Quantile of Unknown Distribution
I am given a random variable $X$ over $\mathbb R$ with an unknown distribution.
I want to determine the smallest sample size $n$ needed to obtain a high confidence upper bound $\hat Q_{1-\alpha}$ for …
- 51