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November 14th, 2012, 02:39 PM   #1
Joined: May 2012

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Confidence Intervals...

Let X1, X2, ... , Xn be a random sample from , where both parameters and are unknown. A confidence interval for can be found as follows. We know that is a random varible with distribution. Thus we can find constants a and b so that and .

a) Show that this second probability statement can be written as


I could do this by flipping all of them, changing the signs...and then mulitplying all of them by (n-1)S^2.

b) If n=9 adn s^2 = 7.93, find a 95% confidence interval for .

Here, I just substitute n=9 and s^2=7.93 to the formula, right?

c) If is known, how would you modify the preceding procedure for finding a confidence interval for .

I am confused with this can anybody give me a hint or something?

Thanks in advance
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