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Nov 2, 2022 at 19:27 answer added jblood94 timeline score: 1
Nov 2, 2022 at 16:44 history edited Daniel CC BY-SA 4.0
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Nov 2, 2022 at 0:43 comment added Daniel I only know that $X_1, \ldots, X_n$. For the sake of "making it work" I would be willing to introduce new assumptions on the distributions. However, I would like to avoid unnecessary assumptions.
Nov 1, 2022 at 20:17 comment added Martin Benes utobi, How I understand it, a1 and b1 are values of the quantile function. E.g., if X ~ StdNorm, it means qnorm(c(.025,.975)) (in R). Daniel, what do you know about the distribution of Xs? Anything apart from the mean and these quantiles?
Nov 1, 2022 at 19:58 comment added Daniel The random variable is my parameter
Nov 1, 2022 at 19:04 comment added utobi That’s just a probability statement about the random variable.
Nov 1, 2022 at 19:02 comment added Daniel Hi utobi, the probability statement would be $\mathbb{P}\left(X_1 \in\left[a_1, b_1\right]\right) \geq 95 \%$
Nov 1, 2022 at 19:02 history edited Daniel CC BY-SA 4.0
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Nov 1, 2022 at 18:59 comment added utobi What confidence intervals are those? A confidence interval provides probability statements about the parameter…
S Nov 1, 2022 at 18:56 review First questions
Nov 1, 2022 at 18:59
S Nov 1, 2022 at 18:56 history asked Daniel CC BY-SA 4.0