Question: Let . Then a % CI for m when n is large is The choice yields the usual interval derived in Section 7.2; if ,
Let . Then a % CI for m when n is large is The choice yields the usual interval derived in Section 7.2; if , this interval is not symmetric about
. The width of this interval is . Show that w is minimized for the choice , so that the symmetric interval is the shortest. [Hints:
(a) By definition of
, so that ;
(b) the relationship between the derivative of a function and the inverse function is .]
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