Upper and lower probabilities needed for distribution-free inference about the parameters are found for a class of statistical models. The results improve upon those of a previous paper in that continuity of the underlying distribution function is not assumed.
R. J. Beran. "A Note on Distribution-Free Statistical Inference with Upper and Lower Probabilities." Ann. Math. Statist. 42 (6) 1943 - 1948, December, 1971. https://doi.org/10.1214/aoms/1177693061