Let X1, X2, ... , Xn be a random sample of size n from the normal distribution

Question:

Let X1, X2, ... , Xn be a random sample of size n from the normal N(μ, σ2). Calculate the expected length of a 95% confidence interval for μ, assuming that n = 5 and the variance is
(a) Known.
(b) Unknown. Distribution
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