Question: Let X be a single observation from a Beta(0, 1) distribution with pdf fx(z|0) = (010-1, 0 0. Find a pivotal quantity and use it

 Let X be a single observation from a Beta(0, 1) distribution

Let X be a single observation from a Beta(0, 1) distribution with pdf fx(z|0) = (010-1, 0 0. Find a pivotal quantity and use it to set up a 1 - o confidence interval for 0 (Note that there are infinitely many 1 - o confidence intervals)

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