Let X1,..., Xn be a random sample from a n((, 2) population. Compare expected lengths of 1

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Let X1,..., Xn be a random sample from a n((μ, σ2) population. Compare expected lengths of 1 - α confidence intervals for μ that are computed assuming
σ2 is known.
σ2 is unknown.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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