Thomas Lumley • 6/11/2019

Confidence intervals: not a very strong property

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This technical article critiques confidence intervals as a weak statistical property, using examples like a contrived dice-roll procedure and a recent paper on small-area sampling. It explains how flexible, data-dependent interval constructions can still formally meet coverage requirements while being practically questionable, blending frequentist and Bayesian ideas.

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#data analysis #statistics #sampling
Confidence intervals: not a very strong property

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