Transcribed Image Text from this Question2. Consider a random variable X ~ N(u, o), where both u and o are unknown. Supp
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Transcribed Image Text from this Question2. Consider a random variable X ~ N(u, o), where both u and o are unknown. Supp
Transcribed Image Text from this Question2. Consider a random variable X ~ N(u, o), where both u and o are unknown. Suppose we have n i.i.d. samples generated from X. How do we construct a 95% confidence interval? Consider the cases n = 10 and 1000. Use simulation to validate this confidence interval.