 Symmetric Edgeworth coverage cancellation

For a standardized iid sum with a regular Edgeworth expansion, the first distribution correction is proportional to $\varphi (t)(t^2-1)$ and is even. Subtracting the two endpoint distribution functions therefore cancels the $n^{-1/2}$ contribution. Fixed symmetric pivot cutoffs can consequently have $O(n^{-1})$ coverage error even though each one-sided approximation has error $O(n^{-1/2})$. This cancellation does not automatically hold for asymmetric or estimated random cutoffs.