Suppose X is a single observation from normal (μ,1). find 95% confidence interval for μ?

(use maximum likelihood estimate)

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- Apr 26th 2010, 07:36 PMlavender87maximum likelihood estimate
Suppose X is a single observation from normal (μ,1). find 95% confidence interval for μ?

(use maximum likelihood estimate) - Apr 26th 2010, 10:50 PMmatheagle
you can plug into the usual formula with n=1 and X=sample mean

or solve for moo....

$\displaystyle .95=P(-1.96<X-\mu<1.96)$

and you need not make it symmetric, but that's all that people are doing these days...

(X-1.96,X+1.96) is the answer in that case.