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Competitive Stats
Q67Section I (Objective (Q1–Q80))67 of 80

Statistical Inference — shortest CI for a normal mean with unknown variance

If X1,X2,X3,...,XnX_1, X_2, X_3, ..., X_n are i.i.d. random variables from N(μ,σ2)N(\mu,\sigma^2), σ2\sigma^2 unknown, then the shortest confidence interval for μ\mu is given as

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