Show that, in Example 14.10, the coverage probability of I2,i is 1+o(1); that is, as n,

Show that, in Example 14.10, the coverage probability of ˜ I2,i is 1−α+o(1);

that is, as n→∞,

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P(-za/2 i + Za/2A) = 1 +0(1).