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Consider again the conditions of Exercise 21. Show that a confidence interval for θ with confidence coefficient 1− α can be obtained by the following procedure: Let k be the largest integer less than or equal to
Also, let A be the kth smallest of the mn differences Xi − Yj , where i = 1, . . . , m and j = 1, . . . , n, and let B be the kth largest of these mn Differences. Then the interval A < θ < B is a confidence interval of the required type. |
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