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Currently the confidence intervals are computed by finding the bin where the marginal CDF exceeds (1-confidence range) and the confidence range. This works correctly for confidence ranges > 50% but breaks down for confidence intervals less than or equal to 50%.
What I Did
For confidence interval of 50% the current approach returns the median for both upper and lower limits, which is not correct. For values less than 50% it will return a lower limit that exceeds the upper limit.
The text was updated successfully, but these errors were encountered:
Description
Currently the confidence intervals are computed by finding the bin where the marginal CDF exceeds (1-confidence range) and the confidence range. This works correctly for confidence ranges > 50% but breaks down for confidence intervals less than or equal to 50%.
What I Did
For confidence interval of 50% the current approach returns the median for both upper and lower limits, which is not correct. For values less than 50% it will return a lower limit that exceeds the upper limit.
The text was updated successfully, but these errors were encountered: