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Homework 3 – solution
2. Since the random variable
ˆ
Θ
θ
has a distribution with known critical
values we can write
Pr
ˆ
f
1

α/
2
≤
ˆ
Θ
θ
≤
f
α/
2
!
= 1

α
A little algebra allows us to rewrite this to give a 100(1

α
)% conﬁdence
interval on
θ
:
Pr
ˆ
ˆ
Θ
f
α/
2
≤
θ
≤
ˆ
Θ
f
1

α/
2
!
= 1

α.
So the desired interval is
"
ˆ
θ
f
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This note was uploaded on 11/18/2011 for the course ECE 083 taught by Professor Best during the Spring '08 term at Lehigh University .
 Spring '08
 BEST

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