Exercise3.8 Continue Example3.4.Showthatthe 2-confidence intervalfortheunknownvariance 2 with aminimalexpectedlengthis (n1)s2 b , (n1)s2 a , where

Exercise3.8 Continue Example3.4.Showthatthe χ2-confidence intervalfortheunknownvariance

σ2 with aminimalexpectedlengthis



(n−1)s2 b , (n−1)s2 a



, where a and b satisfy a2χ2 n−1

(a) = b2χ2 n−1

(b) and Z b a

χ2 n−1(t)dt = 1−α, where χ2 n−1(·) is thedensityof χ2 n−1 distribution.