If X1..., Xn are iid from a location pdf f (x - ), show that the confidence

If X1..., Xn are iid from a location pdf f (x - θ), show that the confidence set
C(x1, ... xn) = {θ:  - k1 ≤ θ ≤  + k2},
where k1 and k2 sire constants, has constant coverage probability.