Suppose thatnbspynbspis normally distributed with mean 0


Suppose that is normally distributed with mean 0 and unknown variance σ2. Then Y22  has a χ2distribution with 1 df. Use the pivotal quantity Y22 to find a

a. 95% confidence interval for σ2.

b. 95% upper confidence limit for σ2.

c. 95% lower confidence limit for σ2.

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Basic Statistics: Suppose thatnbspynbspis normally distributed with mean 0
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