4.49. Suppose X is distributed according to N(O, l:), where

Show that on the basis of one observation, x' = (Xl' x 2• X 3 ). we can obtain a confidence interval for p (with confidence coefficient 1 -

a) by using as endpoints of the interval the solutions in I of

where xi

(a) is the significance point of the x2-distribution with three degrees of freedom at significance level a.

M a d 1 a 1