Suppose y is a random sample of size n = 1from a normal distribution with mean 0
Question:
Suppose y is a random sample of size n = 1from a normal distribution with mean 0 and unknown variance σ2.
a. Show that y2/σ2 has a chi-square distribution with 1 degree of freedom.
b. Derive a 95% confidence interval for σ2 using y2/σ2 as a pivotal statistic.
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a Show that y22 has a chisquare distribution with 1 degree of freedom y is a random sample from a no...View the full answer
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Related Book For 
Statistics For Engineering And The Sciences
ISBN: 9781498728850
6th Edition
Authors: William M. Mendenhall, Terry L. Sincich
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