4.2.19. Let X₁, X2..... X be a random sample from a gamma distribution with known parameter a = 3 and unknown 3 > 0. In Exercise 4.2.14, we obtained an approximate confidence interval for 3 based on the Central Limit Theorem. In this exercise obtain an exact confidence interval by first obtaining the distribution of 22{ X./β. Hint: Follow the procedure outlined in Exercise 4.2.18.

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4.2.19. Let X₁, X2..... X be a random sample from a gamma distribution with
known parameter a = 3 and unknown 3 > 0. In Exercise 4.2.14, we obtained an
approximate confidence interval for 3 based on the Central Limit Theorem. In this
exercise obtain an exact confidence interval by first obtaining the distribution of
22 X./β.
Hint: Follow the procedure outlined in Exercise 4.2.18.
Transcribed Image Text:4.2.19. Let X₁, X2..... X be a random sample from a gamma distribution with known parameter a = 3 and unknown 3 > 0. In Exercise 4.2.14, we obtained an approximate confidence interval for 3 based on the Central Limit Theorem. In this exercise obtain an exact confidence interval by first obtaining the distribution of 22 X./β. Hint: Follow the procedure outlined in Exercise 4.2.18.
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