Question: Let b C [L,U] be a 1 confidence interval for , and consider the transformation g () where g () is monotonically

Let b C¯ Æ [L,U] be a 1¡® confidence interval for ¯, and consider the transformation µ Æ g (¯)

where g (¢) is monotonically increasing. Consider the confidence interval b Cµ Æ [g (L), g (U)] for µ. Show that P

£

µ 2 b Cµ

¤

Æ P

£

¯ 2 b C¯

¤

. Use this result to develop a confidence interval for ¾.

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