Let X1, X2,....,Xn be a random sample of size n from the normal distribution . Calculate the expected length of a 95% confidence interval for assuming that n=5 and the variance is:
Thank you for any help!
let . If X_k independent with other, then we have ~ .
In the case \sigma is known
we use ~N(0,1).
In the case \sigma is unknown
we use ~t-distribution.
From here, we get the confident interval.
Many book talk about this.
Last edited by mr fantastic; May 29th 2009 at 04:38 AM.
Reason: Fixed some latex