Question: Prove a special case of Theorem 9.3.2. Let X ~ f{x), where / is a symmetric unimodal pdf. For a fixed value of 1 -

Prove a special case of Theorem 9.3.2. Let X ~ f{x), where / is a symmetric unimodal pdf. For a fixed value of 1 - α, of all intervals [a, b] that satisfy ∫ba f(x)dx= 1 - α, the shortest is obtained by choosing a and b so that ∫a-∞ f(x) dx = a/2 and ∫∞b f(x) dx = α/2.

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