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Let X1, . . . , Xn be i.i.d. samples from Uniform(0, θ). Show that for...

  1. Let X1, . . . , Xn be i.i.d. samples from Uniform(0, θ). Show that for any α ∈ (0, 1), there is a cn,α, such that [max(X1,...,Xn),cn,α max(X1,...,Xn)] is a 1−α confidence interval of θ.

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