Question: Hi, I need help with this statistics question. Please show the steps clearly. Thank you! Problem 1. [14 pts] Suppose X1, ..., Xn is a

Hi, I need help with this statistics question. Please show the steps clearly. Thank you!

Problem 1. [14 pts] Suppose X1, ..., Xn is a random sample from a distribution with density function fx (x; 0) = J(0+1) if0 -1. We want to construct an approximate 100(1 - o)% confidence interval for 0 based on its maximum likelihood estimator. (a) [10 pts] Compute the margin of error of this confidence interval. (b) [4 pts] Give reasons why this type of margin of error like (a) will not make the confidence interval reach the exact probability 1 - a

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