This paper has a good explanation. Note that I’ve left one of the steps (the “ordering” that determines inclusion into the confidence belt) undetermined. I’ll tell you the ordering I have in mind if you get to the point of wanting to ask me.
All you need is page 3 (especially the figure). If you understand that in depth, then I can tell you what the confidence belt for my problem above looks like. Then I can give you a simulation algorithm and you can play around and see exactly how confidence intervals work and what they can give you.
This paper has a good explanation. Note that I’ve left one of the steps (the “ordering” that determines inclusion into the confidence belt) undetermined. I’ll tell you the ordering I have in mind if you get to the point of wanting to ask me.
That’s a lot of integration to get my head around.
All you need is page 3 (especially the figure). If you understand that in depth, then I can tell you what the confidence belt for my problem above looks like. Then I can give you a simulation algorithm and you can play around and see exactly how confidence intervals work and what they can give you.