NETMaths

Is this true?

Any interval of the form with a 90% quantile t is a 90% confidence interval

No — it is false.

The counterexample

t = under the convention th quantile

That t is the 10th percentile, so the interval has coverage 10%, not 90%.

The kind of mistake this is

Moments and tails

A moment assumed to exist, or tail behaviour assumed to be tame.

Drill statements like this

Others that fail the same way

From Hypothesis TestingLikelihood ratio and standard tests

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