If X1..., Xn are iid from a location pdf f (x - ), show that the confidence
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C(x1, ... xn) = {θ: - k1 ≤ θ ≤ + k2},
where k1 and k2 sire constants, has constant coverage probability.
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P CX 1 X n P k 1 k 2 P k 2 k 1 P k 2 Z i n k 1 wher...View the full answer
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