  Point estimation of class prevalences in the presence of data set shift has
been a popular research topic for more than two decades. Less attention has
been paid to the construction of confidence and prediction intervals for
estimates of class prevalences. One little considered question is whether or
not it is necessary for practical purposes to distinguish confidence and
prediction intervals. Another question so far not yet conclusively answered is
whether or not the discriminatory power of the classifier or score at the basis
of an estimation method matters for the accuracy of the estimates of the class
prevalences. This paper presents a simulation study aimed at shedding some
light on these and other related questions.
