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A probability provides a quantitative description of the likely occurrence of a particular event.

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Estimating the error in calibrated probabilities

I'm interested in the confidence of a single probability prediction, not so much the overall quality of the model. … I would like to be able to say something like, "given a score of 0.42, the probability of a positive is between 6% and 20%, 95% of the time." …
Doctor J's user avatar
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