Question: 78. Let V( X, 8) be any pivotal quantity [i.e, have a fixed probability distribution independent of (8, ~)], and let B be any set

78. Let V( X, 8) be any pivotal quantity [i.e, have a fixed probability distribution independent of (8, ~)], and let B be any set in the range space of V with probability P(V E B) = 1 - Q . Then the sets S(x) defined by (70) 8 E S( x) if and only if V( 8, x) E B are confidence sets for 8 with confidence coefficient 1 - Q .

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