2.8 A random sample of size 3 is drawn from the population fX(x)exp [(xu)] for x>u. We...

2.8 A random sample of size 3 is drawn from the population fX(x)¼exp

[(xu)] for x>u. We want to find a 95% confidence-interval estimate for the parameter u. Since the maximum-likelihood estimate for u is X(1), the smallest order statistic, a logical choice for the limits of the confidence interval would be some functions of X(1). If the upper limit is X(1), find the corresponding lower limit g(X(1)) such that the confidence coefficient is 0.95.