Question: Suppose X 1 , , X n is a sample from a normal population with unknown mean and unknown variance 2 . Using a pilot

Suppose X1,,Xn is a sample from a normal population with unknown mean and unknown variance 2. Using a pilot based on i=1n(XiX)2,

  • Show how to construct level (1) confidence intervals of fixed finite length for log 2.
  • Suppose that i=1n(XiX)2=16.52,n=2,=0.01, What would you announce as your level (1) upper confidence bound (UCB) for 2?

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