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error in logic of marginal confidence intervals #14

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jeff788 opened this issue Aug 16, 2024 · 0 comments
Open

error in logic of marginal confidence intervals #14

jeff788 opened this issue Aug 16, 2024 · 0 comments
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@jeff788
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jeff788 commented Aug 16, 2024

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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.

@jeff788 jeff788 self-assigned this Aug 16, 2024
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