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...ize the function and divide it with the sample size to get the coverage probability. I tried it this way for(for(x in 1:5) {a = (sum(cover(theta, u[x], l[x]))/5; return(a)} Maybe someone can help me. Thank you -- View this message in context: http://r.789695.n4.nabble.com/Coverage-Probability-tp4485511p4485511.html Sent from the R help mailing list archive at Nabble.com.