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Mathematics, 17.03.2020 06:22 andershy1405
Let Y be a normal random variable with mean μ and variance σ 2 . Assume that μ is known but σ 2 is unknown. Show that (( Y - μ )/ σ ) 2 is a pivotal quantity. Use this pivotal quantity to derive a 1- α confidence interval for σ 2 . (The answer should be left in terms of critical values for the appropriate distribution.)
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Let Y be a normal random variable with mean μ and variance σ 2 . Assume that μ is known but σ 2 is u...
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