I have several samples of probabilistic vectors, i.e, each sample is of the form $(x_1, \cdots, x_n)$ such that $\sum_{i=1}^n x_i\leq 1$ (they are sub-probabilistic vectors), how can I obtain a meaningful interval estimation on the "real" (sub-)probabilistic vector?
I assume this is a standard exercise of multivariate interval estimation, but my statistics is very basic, anybody helps me? Thanks.