Abstract
We propose a construction of frequentist confidence intervals that is effective near unphysical regions and unifies the treatment of two-sided and upper limit intervals. It is rigorous, has coverage, is computationally simple and avoids the pathologies that affect the likelihood ratio and related constructions. Away from nonphysical regions, the results are exactly the usual central two-sided intervals. The construction is based on including the physical constraint in the derivation of the estimator, leading to an estimator with values that are confined to the physical domain.
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