If (L1, L2) is the confidence interval we seek,then L1 must be the estimate of depth dfrom the left, that is, Xd.• Any estimate of depth smaller than d lies inthe -tail of the distribution and wouldresult in rejecting H0 and, therefore, beoutside the confidence interval. SimilarlyL2 must be the estimate of depth d fromthe right, that is, Xn+1−d. Consequently, theconfidence interval is (L1, L2) = (Xd, Xn+1−d).