Question: Help solving this problem. Let X1, ..., X.n be a random sample from an N (p, 0'2), where the value of a2 is unknown. (a)
Help solving this problem.

Let X1, ..., X.n be a random sample from an N (p, 0'2), where the value of a2 is unknown. (a) Construct a (1 a)100% condence interval for p. when the value of 02 is known. (b) Construct a (la)100% condence interval for a when the value of a2 is unknown
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