Suppose that Y is normally distributed with mean 0 and unknown variance o. Y2/02 is a pivotal quantity. What is its distribution? (a) Show: U = Now use U to construct the following: (b) 95% confidence interval for o. (c) 95% upper confidence limit for o. (d) 95% lower confidence limit for o. (e) 95% confidence interval for o. (f) 95% upper confidence limit for o. (g) 95% lower confidence limit for o.