Let C [L,U] be a 1 confidence interval for . Consider h() where h()

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Let C Æ [L,U] be a 1¡® confidence interval for µ. Consider ¯ Æ h(µ) where h(µ) is monotonically increasing. Set C¯ Æ [h(L),h(U)]. Evaluate the converage probability of C¯ for ¯. Is C¯ a 1¡®

confidence interval?

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