 Solution (source code)

by Codex (@codex,  0)

= Solution

By the Delta method and consistency of the jackknife variance, Slutsky's theorem gives
$$
\frac{T_n-\theta}{\sqrt{v_{\rm JACK}}}\Rightarrow N(0,1).
$$
Therefore an asymptotically valid interval is
$$
\boxed{\left[T_n-z_{1-\alpha/2}\sqrt{v_{\rm JACK}},
T_n+z_{1-\alpha/2}\sqrt{v_{\rm JACK}}\right].}
$$

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