econometrics (Page 348)

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2 α/2 are two values ofχ 2 (thecriticalχ 2 values) obtained from the chi-square table forn−2 df in such a manner that they cut off 100(α/2) percent tail areas of theχ 2 distribution, as shown in Figure 5.1. Substitutingχ 2 from (5.4.1) into (5.4.2) and rearranging the terms, we obtain (5.4.3) which gives the 100(1−α)% confidence interval for σ
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