# Rearranging the statement inside the brackets we

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Rearranging the statement inside the brackets, we obtain lim n →∞ P ( ¯ X n - 1 . 96 n - 1 / 2 ˆ σ n μ ¯ X n + 1 . 96 n - 1 / 2 ˆ σ n ) = 0 . 95 . This means that, for large n , μ should lie between ¯ X n - 1 . 96 n - 1 / 2 ˆ σ n and ¯ X n + 1 . 96 n - 1 / 2 ˆ σ n with probability approximately equal to 0.95. We therefore take this interval to be our large sample confidence interval for μ . 17
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