Question: Let X1, . . ., Xn be a random sample from a normal population. A particular realization resulted in a sample mean of 20 with

Let X1, . . ., Xn be a random sample from a normal population. A particular realization resulted in a sample mean of 20 with the sample standard deviation 4. Construct a 95% confidence interval for µ when:
(a) n = 5,
(b) n = 10, and
(c) n = 25. What happens to the length of the confidence interval as n changes?

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