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Confidence intervals for non-parametric statistics
I have a positive random variable $X$ (say, price or latency or energy) and I want to be able to say something like
I am 95% confident that $P(X<42)>0.9$ (percentile) or $P(X<22)\ge\frac12$ (...
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1
vote
0
answers
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How to analyze a prediction interval inside another prediction interval
For those who know something about statistics,
I'm wondering how to analyze a prediction interval encompassing other prediction intervals. To provide some background, I'm not talking about confidence ...
- 11