(Moving this to another section, because it is not for a particular course ...)(adsbygoogle = window.adsbygoogle || []).push({});

I'd greatly appreciate any direction toward establishing the result below.

I am studying statistics on my own, and found this in some online materials,

but it didn't come with a solution, and I've been a bit stuck ...

HR

1. The problem statement, all variables and given/known data

Given a sample [ X(1), X(2), ... X(n) ] from a Normal population with

unknown mean and variance, show that the Student's t based

confidence interval has the minimum expected length for a given

confidence level (1-a).

2. Relevant equations

3. The attempt at a solution

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# Minimum Expected Length Confidence Interval

Can you offer guidance or do you also need help?

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