Classically the non-parametric coverage interval is estimated by empirical quantiles. We introduce an alternative way for estimating the coverage interval by symmetric quantiles given by Chen and Chiang (1996 J. Nonparametric Stat. 7 171-85). We further show that this alternative has a better precision in the sense that its asymptotic variances are smaller than the classical one.
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机译：传统上，非参数覆盖间隔由经验分位数估计。我们介绍了另一种方法，用于通过Chen和Chiang（1996 J. Nonparametric Stat。7 171-85）给出的对称分位数来估计覆盖间隔。从其渐近方差小于经典方差的意义上，我们进一步证明了该替代方法具有更好的精度。
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