(adsbygoogle = window.adsbygoogle || []).push({}); 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.

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

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