- Neyman construction
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Neyman construction is a frequentist method to construct an interval at a confidence level
that if we repeat the experiment many times the interval will contain the true value a fraction
of the time. The probability that the intervals contains the true value is called the coverage.
References
- Neyman, J. (1937) "Outline of a Theory of Statistical Estimation Based on the Classical Theory of Probability" Philosophical Transactions of the Royal Society of London A, 236, 333-380.
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