2 papers
stat.OT2026
Either a Confidence Interval Covers, or It Doesn't (Or Does It?): A Model-Based View of Ex-Post Coverage Probability
Scott Lee
In Neyman's original formulation, a 1-alpha confidence interval procedure is justified by its long-run coverage properties, and a single realized interval is to be described only b…
stat.OT2026
Confidence as Forecast: A Decision-Theoretic Interpretation of Confidence Intervals
Scott Lee
What, if anything, should a frequentist say about a single realized confidence interval (CI) and its chance of having covered the parameter? Jerzy Neyman's original answer was to r…