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What is the size of the largest “safe” region of uncertainty around the estimate?

April 26, 2017estimate largest region safe size uncertainty

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What is the size of the largest “safe” region of uncertainty around the estimate?

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And this has got nothing to do with how wrong or right your estimate is. Indeed, you can ask the same question about any given point u in U, not necessarily the estimate, and you can ask this question even if there is no uncertainty at all!