Question: 12.7.7 Let XI , . . . , X, be a random sample from N(p, a) distribution with both parameters unknown. Let L, be the

12.7.7 Let XI , . . . , X, be a random sample from N(p, a’) distribution with both parameters unknown. Let L, be the length of the shortest confidence interval for p on confidence level 1 -

a. (i) Find E ( L t ) as a function of n, u’ and

a. (ii) Find the smallest n such that E(L:) 5 u2/2 for a given a.

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