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X1, · · · Xn ~ iid N(µ, σ2 ) (a) Derive a 100(1 − α)%...

X1, · · · Xn ~ iid N(µ, σ2 )

(a) Derive a 100(1 − α)% confidence interval for σ2 when µ is unknown.

(b) Derive a α−test for σ2 when H0 : σ2 = σ02  vs H1 : σ2 < σ02  Where σ02 > 0 and µ is unknown.

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