Let X be a single observation from the beta(, 1) pdf. a. Let Y = - (logX)-1.

Question:

Let X be a single observation from the beta(θ, 1) pdf.
a. Let Y = - (logX)-1. Evaluate the confidence coefficient of the set [y/2, y].
b. Find a pivotal quantity and use it to set up a confidence interval having the same confidence coefficient as the interval in part (a).
c. Compare the two confidence intervals.