Question
Let be the standard deviation of a highly skewed to the right population distribution. Suppose a researcher selects a random sample of 100 units from
Let be the standard deviation of a highly skewed to the right population distribution. Suppose a researcher selects a random sample of 100 units from the popu- lation and constructs a 95% confidence interval on using the upper and lower .025 percentiles from the chi-squared distribution. The researcher's statistician points out that a C.I. on has the requirement that the population distribution has to be normally distributed. The coverage probability of the constructed 95% confi- dence interval on will be:
A. close to 95% because the normal based confidence interval is robust to deviations from normality
B. close to 95% because the sample size is greater
than 30
C. much greater than 95%
D. much less than 95%
E. None of the above statements are true.
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