Conformal Prediction for Reliable Machine Learning

The prediction set output by Tukey’s tolerance predictor is ${\cup }_{k\in \lambda }{S}_k$.

Let us check that this definition is equivalent, under Tukey’s assumption, to the one given earlier. Define ${\beta }_1\text{,}\dots \text{,}{\beta }_n$, where $n≔l+1$, in any way such that every ${\beta }_i\text{,}i\notin \gamma$, is greater than ...