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Two cases of the simple normal model; in both we observe μ̂ = (4.5, 0) ∈ ℛ1, and wish to assign a confidence value to μ ∈ ℛ1. Case I, ℛ2 is the region {μ1 ≤ 3}. Case II, ℛ2 is the region {∥μ∥ < 3}. The dashed circles indicate bootstrap sampling μ̂* ∼ N2(μ̂, I).
