\[{\hat{\theta}}_{\frac{\alpha}{2}}=\left\{\theta:Pr\left(\theta_{j}\leq{\hat{\theta}}_{\frac{\alpha}{2}}\right)=\alpha/2\right\}\] \[{\hat{\theta}}_{1-\alpha/2}=\left\{\theta:Pr\left(\theta_{j}\leq{\hat{\theta}}_{1-\alpha/2}\right)=1-\alpha/2\right\}\]
(S6)