424 Suppose we assume that X1 X2 Xn is a random sample f

4.2.4. Suppose we assume that X1, X2, . . . , Xn is a random sample from a (1, )
distribution.

(a) Show that the random variable (2/)
n
i=1
Xi has a
2
-distribution with 2n
degrees of freedom.
(b) Using the random variable in part (a) as a pivot random variable, nd a
(1 )100% condence interval for .

Hogg, Robert T; McKean, Joeseph; Craig, Allen T (2012-02-08). Introduction to Mathematical Statistics (7th Edition) (Page 219). Pearson HE, Inc.. Kindle Edition.

Solution