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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 / Best-fit / Prediction Interval?

Before you begin reading, I want to say thank you for helping, or attempting to help me. I really appreciate any help you can give me! Also, warning: Wall of Text approaching fast. I've been informed …
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