71. Let 0 g a. Then a 100(1 a)% CI for m when n is large
Question:
71. Let 0 g
a. Then a 100(1 a)% CI for m when n is large is The choice g a/2 yields the usual interval derived in Section 8.2; if g a/2, this con dence interval is not symmetric about . The width of this interval is w s(zg zag)/ . Show that w is minimized for the choice g a/2, so that the symmetric interval is the shortest. [Hints:
(a) By de nition of za, (za)
1
a, so that za1(1 a);
(b) the relationship between the derivative of a function yf (x) and the inverse function xf1(y) is (d/dy) f 1(y)1/f (x).]
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Related Book For
Modern Mathematical Statistics With Applications
ISBN: 9780534404734
1st Edition
Authors: Jay L Devore
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