Training-conditional conformal prediction does not estimate Bernoulli probabilities and can trivially satisfy its PAC guarantee, making it unsuitable for statistical safety certification.
The use of confidence or fiducial limits illustrated in the case of the binomial
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On Training-Conditional Conformal Prediction and Binomial Proportion Confidence Intervals
Training-conditional conformal prediction does not estimate Bernoulli probabilities and can trivially satisfy its PAC guarantee, making it unsuitable for statistical safety certification.