Exercise5.10 Let Y1, ...,Yn N (,a22) with aknown a. 1. Construct anasymptotic100(1)% confidenceintervalfor based onthedistributionof Yn.

Exercise5.10 Let Y1, ...,Yn ∼N (μ,a2μ2) with aknown a.

1. Construct anasymptotic100(1−α)% confidenceintervalfor μ based onthedistributionof ¯Yn.

2. Repeat thepreviousparagraphbutthistimeusingavariancestabilizationtransformation g(μ).

3. Compare theresultingasymptoticconfidenceintervalswiththeexactonefromExercise3.4.