100(1-alpha) Confidence Interval for μ when μ and σ^2 are unknown

[cimmerian]

Homework Statement

X1,...Xn is a random sample from N(μ, σ^2)

Homework Equations

Estimator of μ maybe?

a1 + a2 = a
a1 = a2 = a/2

(x-μ)/(σ/√n)~N(0,1)

((x-μ)/σ)^2~Chi square(1)

The Attempt at a Solution

I tried to replace μ with its estimator xbar but that gives me 0.

 

[Chaos2009]

This may just be me, but I don't see the question in this.

 

[cimmerian]

I'm supposed to find the 100(1 - alpha) confidence interval for μ

 

[Ray Vickson]

I'm supposed to find the 100(1 - alpha) confidence interval for μ

Then use the t-distribution; that is what it was made for.

RGV