In [14], Sanov proved that if FN is the empirical cumulative distribution function (cdf) of a sample drawn from a population whose true cdf is F0 and Ω is a set of cdf's which satisfies certain ...

This article derives simultaneous 100(1 - α)% confidence intervals for the quantiles of a normal distribution using a method first proposed by Cheng and Iles and independently rediscovered by Satten.