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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
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- Spring '08
- BEST
- Standard Deviation, Variance, Order theory, upper bound
-
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