Question: Q3: Suppose that X1, . - - , X is a random sample from a normal distribution, X; N N (p, 9). (a) Find the

Q3: Suppose that X1, . - - , X\" is a random sample from a normal distribution, X; N N (p, 9). (a) Find the UMVUE of the 95th percentile. (b) Find the UMVUE of P'r[X E c] Where c is a known constant. Hint: Find the conditional distribution of X1 given X = f: and apply,r the Rae-Blackwell theorem with T = 1150(1), where M331) = 1 if :31
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