Let X1,...,Xn be iid n(μ, Ï2), where both parameters are unknown. Simultaneous inference on both μ and Ï can be made using the Bonferroni Inequality

Let X1,...,Xn be iid n(μ, σ2), where both parameters are unknown. Simultaneous inference on both μ and σ can be made using the Bonferroni Inequality in a number of ways.
a. Using the Bonferroni Inequality, combine the two confidence sets

into one confidence set for (μ, σ). Show how to choose a, b, and k to make the simultaneous set a 1 - α confidence set.
b. Using the Bonferroni Inequality, combine the two confidence sets

into one confidence set for (μ, σ). Show how to choose a, b, and k to make the simultaneous set a 1 - α confidence set.
c. Compare the confidence sets in parts (a) and (b).

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