I am solving an exercise.
Here, assume a Gamma distribution with a parameter lambda I have a priori:
Pr(lambda is (belongs) [10,20])=0.95
I have to approximate the priori with a Normal distribution.
When I saw the solution, it says:
after approximation with a normal distribution, we obtain the confidence interval: lambda belongs [15+-5]
Which results in:
Please, could you explain me, how to approximate with a Normal distribution. And could you give me the formula itself. I cannot understand how to get the confidence interval [15+-5].
What about the mean and the variance, I understood.
Thank you in advance, I highly appreciate.