How to select a region by intensity range in Gimp?

I wrote this as an answer to Photo.StackExchange question, how to select by histogram range in Gimp.

Step-by-step

1. Make a copy of the layer (Layer → Duplicate Layer)
2. Select the duplicate layer, apply threshold (Colors → Threshold) to select the range of intensities.
3. In Layer → Mask → Add Layer Mask (or right click in the list of layers). Select “Grayscale copy of layer” and “Invert mask”.
4. idem: Mask to selection.
5. Hide or remove the layer with mask.

An example:

An original image. I want to select the circle:

Make a copy of the layer:

Apply threshold. Note that the area to be selected is black:

Add Layer Mask using the grayscale value of the image:

Now you've obtained an image with the mask. Everything except the black circle is transparent (we can see the bottom layer through it):

Convert the mask to selection. Switch to the original layer. The circle is selected.