Use t = (Xbar - mu) / (s/√n). This follows a t distribution with n-1 degrees of freedom.
Ana C.
asked 03/29/20pivotal quantities - mathematical statistics
What is a pivotal quantity that can be used to find an exact/nonasymptotic interval for μ when σ is unknown? What distribution does it follow? Make sure that your answer is different from the answers you provide to the other subparts of this question.
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