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Can MAE be interpreted as the average standard deviation around the true value of a prediction?

I'm curious as to whether this can be applied to regression accuracy. I.e. is the true value of some prediction $y$ within the range $(y\pm(2∗MAE))$ with 95% probability? Let's try it and see what ...
Dave's user avatar
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How can I find the standard deviation of the sample standard deviation from a normal distribution?

I just want to point out that the standard deviation of $s$ can be well approximated by $\text{SD}(s)\approx \sigma/\sqrt{2n}$ when $n$ is large. The relative error is less than 0.38% for $n=100$ and ...
Raul's user avatar
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Variance of a bounded random variable

Wait, there is a two liner. Without loss of generality $\mathbb{E}X = 0, X \in [a, b]$. Then $$\left|X - \frac{b + a}{2}\right| \leq \frac{b - a}{2}.$$ Now $${\rm Var}(X) = {\rm Var}\left(X - \frac{b +...
Ambar's user avatar
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Why Confidence Level 95% is -1.65?

One sided confidence intervals use different boundary levels than two sides confidence intervals with the same confidence. The 95% one sided interval boundary is instead the same as the 90% two sided ...
Sextus Empiricus's user avatar

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