Suppose X 1 , , X n form a random sample with Normal distribution with parameter 2 unknown Show that the estimator S 2 is UMVUE of 2 Find the pivot of S 2 Then, construct the (1 )100 confidence interval for 2

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Question: Suppose X 1 , . . . , X n form a random sample with Normal distribution with parameter 2 unknown. Show that the estimator

Suppose X₁, . . . , X_nform a random sample with Normal distribution with parameter ²unknown. Show that the estimator S²is UMVUE of ². Find the pivot of S². Then, construct the (1 )100% confidence interval for ²

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