## 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

1