A random sample X 1 , X 2 , X 3 , . . ., X 36

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A random sample X1, X2, X3, . . ., X36 is given from a normal distribution with unknown mean μ = EXi and unknown variance Var(Xi) = σ2. For the observed sample, the sample mean is X̅ = 35.8, and the sample variance is S2 = 12.5.

a. Find and compare 90%, 95%, and 99% confidence interval for μ.

b. Find and compare 90%, 95%, and 99% confidence interval for σ2.

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