Suppose that X1, . . . , Xn form a random sample from the normal distribution with

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Suppose that X1, . . . , Xn form a random sample from the normal distribution with unknown mean μ and known variance σ2. Let Φ stand for the c.d.f. of the standard normal distribution, and let Φˆ’1 be its inverse. Show that the following interval is a coefficient γ confidence interval for μ if n is the observed average of the data values:
Suppose that X1, . . . , Xn form a
Distribution
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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