Let Y N (, 1). Use the fact that P(
Chapter 5, Problem 30(choose chapter or problem)
Let Y N (, 1). Use the fact that P(|Y | < 1.96) 0.95 to construct a random interval (a(Y ), b(Y )) (that is, an interval whose endpoints are r.v.s), such that the probability that is in the interval is approximately 0.95. This interval is called a confidence interval for ; such intervals are often desired in statistics when estimating unknown parameters based on data.
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