Thank you, that paper contained the solution. The trick is to consider r^2=x’^2+y’^2 as the variable of interest, and note that it may be measured negative; then construct the confidence bands using the ordering principle given in their section III, with a numerical rather than analytical calculation of the likelihood ratios since the probability depends on x’^2 and y’ in a complicated way rather than straightforwardly on the distance from zero. But that’s all implementation details, the concept is exactly what Feldman and Cousins outline.
Thank you, that paper contained the solution. The trick is to consider r^2=x’^2+y’^2 as the variable of interest, and note that it may be measured negative; then construct the confidence bands using the ordering principle given in their section III, with a numerical rather than analytical calculation of the likelihood ratios since the probability depends on x’^2 and y’ in a complicated way rather than straightforwardly on the distance from zero. But that’s all implementation details, the concept is exactly what Feldman and Cousins outline.
No problem! I was wondering if I was wasting your time with a shot in the dark—glad to hear it helped.