Question: Why is it that the probability that (M p)/cj is greater than 1.65 is only .05 for samples of size 5 from a normal

Why is it that the probability that (M — p)/cj is greater than 1.65 is only

.05 for samples of size 5 from a normal distribution, whereas the probability that (M — ya)/est. cr is greater than 1.65 is approximately .09 for samples of the same size from the same population?

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