Originally Posted by

**matheagle** The only thing I can think of, but that involves repeated confidence interval estimation is an exercise I did out of wackerly's book.

I made my students generate 100 uniforms on excel, then transform then to exponentials with a set mean. WE knew the mean.

Then they obtained a 95 percent CI for that known mean.

I made them do that 100 times, so there were 100 times 100= 10,000 observations.

Approximately 95 percent of these intervals contained that mean.

Some students had 93, others had 96 of them containing the mean.

That's the only thing I can think of.

They can see if the interval truly contains the mean.