\(\newcommand{\Cov}{\mathrm{Cov}}\) \(\newcommand{\Corr}{\mathrm{Corr}}\) \(\newcommand{\Sample}{X_{1},\dots,X_{n}}\)

If \(\Sample\) be from a continuous pdf with \(\tilde{\mu}\), then \(\left(\min\{X_{i}\},\max\{X_{i}\}\right)\) is the \(100(1-\alpha)\) CI if \(\alpha=\left(\frac{1}{2}\right)^{n-1}\)