Question: Recall that a realization of a random variable is the value that it takes when we observe . For example, if and we observe the

Recall that a realization of a random variable is the value that it takes when we observe . For example, if and we observe the event , then is the realization (observed value) of the random variable .
Let , be some 95 and 98 asymptotic confidence intervals respectively for the unknown parameter . Which of the following statements is true?

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