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In: Statistics and Probability

Suppose that X is normally distributed with mean 0 and unknown variance σ^2. . Then x^2/σ^2...

Suppose that X is normally distributed with mean 0 and unknown variance σ^2. . Then x^2/σ^2 has a χ^2 1with 1 degree of freedom. Find

a) 95% confidence interval for σ2

(b) 95% upper confidence limit for σ2

(c) 95% lower confidence limit for σ2

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