estimated quantile (X^<Subscript>T</Subscript>) is related to a return period (T). The confidence interval associated with each … distributed. In this study, it is shown that the confidence interval follows a normal distribution only in the central part of the … distribution. The real confidence limits are computed analytically, by defining and integrating the probability density function of …

estimating the coverage function of a usual confidence interval for the unknown intercept parameter. In this paper, we consider a …