Suppose that a random variable Y is an observation from a normal distribution wi

Question

Suppose that a random variable Y is an observation from a normal distribution with unknown mean u and variance 1.
Find: 95% confidence interval for u, 95% upper confidence interval for u, 95% lower confidence interval for u. Suppose that a random variable Y is an observation from a normal distribution with unknown mean u and variance 1.
Find: 95% confidence interval for u, 95% upper confidence interval for u, 95% lower confidence interval for u.
Find: 95% confidence interval for u, 95% upper confidence interval for u, 95% lower confidence interval for u.

Explanation / Answer

mean is u and variance is 1 . this also means that standard deviation is 1 (because it is square root of variance)

for 95% confidence, the z value is 1.96

lower limit is mean-s*z =u-1.96

upper limit is thus u+1.96

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