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Oct 30, 2020 at 12:21 comment added dariober @B.Liu thanks - I edited the answer with your comment. I must admit that I couldn't quite formalize myself the exact reason why it is the case.
Oct 30, 2020 at 12:20 history edited dariober CC BY-SA 4.0
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Oct 30, 2020 at 12:13 comment added B.Liu I believe it will be great to also include the actual reason that "interval (22,28) must include less than 99% of the repeated sample", i.e. the sample means come with extra sampling variance as compared to the population parameter (which has no variance), making things more spread out and hence "breaching" the interval we had. The code and figure is great, but spelling it out in words makes it complete.
Oct 30, 2020 at 12:06 history answered dariober CC BY-SA 4.0