To estimate a variance 2 you have an estimate b 2 10 with standard error s

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To estimate a variance ¾2 you have an estimate b¾

2 Æ 10 with standard error s

¡

Æ 7.

(a) Construct the standard 95% asymptotic confidence interval for ¾2.

(b) Is there a problem? Explain the difficulty.

(c) Can a similar problem arise for estimation of a probability p?

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