July 2012
Intermediate to advanced
400 pages
9h 33m
English
Content preview from Statistical Inference: A Short CourseBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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13.8 A Confidence Interval for σ2 Under Random Sampling from a Normal Population
Let us first discuss the properties of the sampling distribution of the sample variance 
when sampling from a population that is normally distributed. Specifically, if s2 is determined from a sample of size n taken from a normal population with mean μ and variance σ2, then the quantity
is distributed as 
. Moreover, it can be shown that
Then given Equation (13.20), it follows that 
and that
For Y defined above, we seek to determine quantiles 
and 
such that
(Fig. 13.2). Upon transforming Equation ...
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