alt Hacker NewsI can see the analogy here but a test like that being binary throws things off and that's also super asymmetrical error. Weren't we sampling a gaussian?
I can see the analogy here but a test like that being binary throws things off and that's also super asymmetrical error. Weren't we sampling a gaussian?
It’s the same principle. The “trivial interval” from the first link (the one you called pedantry), which is applicable to a Gaussian and tweakable to have different coverage than 50%, clearly shows that being an n% confidence interval, on its own, doesn’t guarantee the ability to directly translate that n% into post-data inferences. Likewise, in the truncated exponential example, when you compute that confidence interval of [12.1471, 13.8264], you know that the probability that it contains θ is 0%. In the Cauchy example, when you compute [-2.31, 10.31] as your 90% CI from the two samples 3 and 5, you can then compute that it actually has a >99% chance of containing θ (table I).