(c) Given:
n=30 and Q=(30widehat(\sigma )^(2))/(\sigma ^(2))∼\chi _(30)^(2)where
widehat(\sigma )^(2)is the maximum likelihood estimate of
\sigma ^(2)found in Question 1 (d) when
n=30. Find
aand
bwhich satisfy
0.025=P(Q<=a)=P(Q>=b)and hence write down a
95%confidence interval for
\sigma ^(2). (d) How can the
95%confidence interval in part (c) above be used to test the hypotheses
H_(0):
\sigma ^(2)=1versus
H_(1):\sigma ^(2)!=1? (e) Evaluate your
95%confidence interval in part (b) at
n=30and compare it with that in part (c). Which is better? Justify you answer (4)
