Kabaila, Paul - In: Statistics & Probability Letters 45 (1999) 2, pp. 141-147
Using an algorithm of Joffe (Ann. Probab. 2 (1974) 161-162) we generate a finite sequence of 4-independent random variables. Using this sequence we find a confidence interval with coverage probability exceeding a value close to 1-[alpha] for [theta]=E{g(U)} where U=(U1,...,Us) with U1,...,Us...
