Invariant confidence intervals for the main mass of values from the distribution in a population

We introduce the notion of invariant confidence interval containing the main mass of values for some class of populations, which is independent of the distribution of the population from the given class. It is shown that an invariant one-tail confidence interval for the class of populations with continuous distributions is generated by some order statistic.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 65, pp. 112–117, 1988.