Suppose X is a single observation from normal (μ,1). find 95% confidence interval for μ?
(use maximum likelihood estimate)
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you can plug into the usual formula with n=1 and X=sample mean
or solve for moo....
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.
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