Question: Let X1, . . ., Xn be a random sample from an N(, 2). (a) Construct a (1 ) 100% confidence interval for

Let X1, . . ., Xn be a random sample from an N(µ, σ2).
(a) Construct a (1 – α) 100% confidence interval for µ when the value of σ2 is known.
(b) Construct a (1 – α) 100% confidence interval for µ when the value of σ2 is unknown.

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