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In: Statistics and Probability

Let X ∼ Normal(0, σ^2 ). (a) Find the distribution of X^2/σ^2 . (Hint: It is...

Let X ∼ Normal(0, σ^2 ).

(a) Find the distribution of X^2/σ^2 . (Hint: It is a pivot quantity.)

(b) Give an interval (L, U), where U and L are based on X, such that P(L < σ^2 < U) = 0.95.

(c) Give an upper bound U based on X such that P(σ^2 < U) = 0.95.

(d) Give a lower bound L based on X such that P(L < σ^2 ) = 0.95

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orchestra answered 2 years ago
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