Valeriy’s Substack

Valeriy’s Substack

Bayesian credible intervals are not coverage intervals — and the apologetics don’t rescue them

Valeriy Manokhin's avatar
Valeriy Manokhin
Jun 04, 2026
∙ Paid

There are two intervals in production statistics that both carry the label “90%,” and people conflate them constantly. One says the true value falls inside 90% of the time over repeated experiments. The other says the posterior probability mass between the two endpoints is 0.9, given a prior and a likelihood.

User's avatar

Continue reading this post for free, courtesy of Valeriy Manokhin.

Or purchase a paid subscription.
© 2026 Valery Manokhin · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture