Exercise 20. Let X₁,..., Xn~ N(μ, o2) be independent, where u and o are unknown. In lectures we only discussed symmetric confidence intervals. Following the arguments we used in lectures, find an unbounded interval of the form [u, ∞) so that the mean μ in satisfies P(μ € [u, ∞)) = 95%.

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A: Answer: From the given data, P(Z&lt;0.88)

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