2. Consider X1, X2, X, iid N(4,0²) where o is known. In this problem we show that among the (1 – a) confidence intervals of the form , P1 + P2 = a, the one with the choice pi = P2 = is the shortest. This explains why the symmetric confidence interval is preferred among all possible choices (unless we want to explicitly construct a one sided confidence interval). a. Without loss of generality, suppose pi < P2. Draw a picture of the standard Normal pdf with z,ı: p2; Za/2: Use it to show that Zp2 < Za/2 < Zpı•
2. Consider X1, X2, X, iid N(4,0²) where o is known. In this problem we show that among the (1 – a) confidence intervals of the form , P1 + P2 = a, the one with the choice pi = P2 = is the shortest. This explains why the symmetric confidence interval is preferred among all possible choices (unless we want to explicitly construct a one sided confidence interval). a. Without loss of generality, suppose pi < P2. Draw a picture of the standard Normal pdf with z,ı: p2; Za/2: Use it to show that Zp2 < Za/2 < Zpı•
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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