That's not what a confidence interval is. A confidence interval is a random variable that covers the true value 95% of the time (assuming the model is correctly specified).
Ok, the 'reverse' of a confidence interval then -- I haven't seen a term for the object I described other than misuse of CI in the way I did. ("Double quantile"?)
bo1024|2 years ago
cubefox|2 years ago
https://en.wikipedia.org/wiki/Credible_interval
m-murphy|2 years ago