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

  1. Apr 17, 2012 #1
    1. The problem statement, all variables and given/known data

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

    2. Relevant 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)

    3. The attempt at a solution

    I tried to replace μ with its estimator xbar but that gives me 0.
     
  2. jcsd
  3. Apr 17, 2012 #2
    This may just be me, but I don't see the question in this.
     
  4. Apr 17, 2012 #3
    I'm supposed to find the 100(1 - alpha) confidence interval for μ
     
  5. Apr 17, 2012 #4

    Ray Vickson

    User Avatar
    Science Advisor
    Homework Helper

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

    RGV
     
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