Question: Consider the sample variance S2 of a random sample X,...,X, drawn from a normal distribution with unknown and o2. The sample size is large:

Consider the sample variance S2 of a random sample X,...,X, drawn from a normal distribution with unknown and o2. The sample size is large: n > 25. (a) Use the approximately normal distribution of S2 to construct a confidence interval for o with confidence level 1-a. Suppose we found for n = 101 a sample variance s = 50. (b) Use the result in (a) to compute an approximate 95%-confidence interval for . (c) Compare the interval in (b) to the interval you get if we use the Chi-square distribution to find the 95%-CI(0).
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