Description
1. Suppose that {X1, X2, …, Xn} is a random sample from N(µ, σ2
). Construct a 95% confidence interval
for σ
2 under the following scenarios:
(a) µ is known to be 0.
(b) µ is unknown.
Fix n = 10 and σ = 1. Run a Monte Carlo simulation to confirm that the confidence interval you
constructed under the scenario (a) produces a coverage of 95%. Report how many random samples
were drawn in your simulation and how close your coverage was to 95%.
2. Chpater 3, problem 22
3. Chpater 3, problem 25
4. Chpater 3, problem 28
5. Chpater 3, problem 32
6. Chpater 4, problem 19
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