Coverage ECDF

Proportion of true values that fall within a given prediction interval.

using ArviZPythonPlots, ArviZExampleData

use_style("arviz-variat")

data = load_example_data("radon")
pc = plot_ppc_pit(data; coverage=true)

See plot_ppc_pit.

See also the EABM chapter on Posterior predictive checks and coverage.