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Let ​Y​ be a normal random variable with mean ​μ​ and variance ​σ​2 . Assume that...

Let ​Y​ be a normal random variable with mean ​μ​ and variance ​σ​2 . Assume that ​μ​ is known but ​σ​2

is unknown. ​​Show that ((​Y​-​μ​)/​σ​)2​ ​is a pivotal quantity. Use this pivotal quantity to derive a 1-​α

confidence interval for ​σ​2. (The answer should be left in terms of critical values for the appropriate distribution.)

Math   Statistics-And-Probability   
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TOPIC:Confidence interval for the population variance.

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