Question: S Scaled uniform distributions. Consider the product model .Rn;Bn; UOE#;2# n W # > 0/, where UOE#;2# is the uniform distribution on OE#; 2# .
S Scaled uniform distributions. Consider the product model .Rn;Bn; UOE#;2#
˝n W # > 0/, where UOE#;2# is the uniform distribution on OE#; 2#
. For# > 0, let T# D max1in Xi=# :
(a) For which probability measure Q on .R;B/ is .QI T# W # > 0/ a pivot?
(b) Use this pivot to construct a confidence interval for # of minimal length for a given error level ˛.
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