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hunraj
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(Moving this to another section, because it is not for a particular course ...)
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
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).
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
Homework Statement
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).
Homework Equations
The Attempt at a Solution
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