Intervalle de crédibilité

Définition

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Credible Interval

The credible interval is the range wherein an unobserved parameter should fall in the posterior probability, given a certain prior probability threshold. In Bayesian models, this serves the same purpose as a confidence interval. However, the credible interval isn’t derived from the tested t-distribution or standard deviation, but rather bound by the assumptions in the prior probability distribution. So instead of a parameter with fixed values, the credible interval estimate is considered a random variable that lies within certain defined bounds (probability thresholds).

Source : DeepAI.org