The Bonett CI for a population variance 2 mentioned at the end of Section 8.4, unlike

The Bonett CI for a population variance σ² mentioned at the end of Section 8.4, unlike the chi-squared method, does not hinge on population normality. This interval involves a transformation along with an estimate of the kurtosis of the underlying distribution, a measure of its “tail” behavior. Specifically, Bonett defines a kurtosis estimate by

where c = n/(n – z_α/2) is “an empirically determined, small-sample adjustment” (meaning Bonett found this value by trial and error).

a.

Data From Exercise 63

b. Use part (a) to determine a 95% CI for σ.

c.

Transcribed Image Text:

74 +(x - !x) Ju (Σ(x − x)3) 2