  Confidence nets, that is, collections of confidence intervals that fill out
the parameter space and whose exact parameter coverage can be computed, are
familiar in nonparametric statistics. Here, the distributional assumptions are
based on invariance under the action of a finite reflection group. Exact
confidence nets are exhibited for a single parameter, based on the root system
of the group. The main result is a formula for the generating function of the
coverage interval probabilities. The proof makes use of the theory of
"buildings" and the Chevalley factorization theorem for the length distribution
on Cayley graphs of finite reflection groups.
