#### Yes, please

Andrew Gelman says,

Instead of “confidence interval,” let’s say “uncertainty interval”

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Posts tagged ‘error bar’

Andrew Gelman says,

Instead of “confidence interval,” let’s say “uncertainty interval”

Sometime early this year, Jeremy Drake asked this innocuous sounding question in the context of determining the bounds on the amplitude of an absorption line: Is the 3sigma error bar the same length as 3 times the 1sigma error bar?

In other words, if he measured the 99.7% confidence range for his model parameter, would it always be thrice as large as the nominal *1sigma* confidence range? The answer is complicated, and depends on who you ask: Frequentists will say “yes, of course!”, Likelihoodists will say “Maybe, yeah, er, depends”, and Bayesians will say “*sigma*? what’s that?” So I think it would be useful to expound a bit more on this to astronomers, whose mental processes are generally Bayesian but whose computational tools are mostly Frequentist.

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