Question
Statistics Question on Multivariate Distributions
Let X1 ,X2 , … , X16 be a random sample from a N(4μ, 1) distribution and Y1 ,Y2 , … , Y8 be a random sample from a N(μ, 1) distribution, where μ ∈ R is unknown. Assume that the two random samples are independent. If you are looking for a confidence interval for μ based on the statistic 8X+Y, where X=161∑i=116Xi and Y=81∑i=18Yi, then which one of the following statements is true ?
There exists a 90% confidence interval for μ of length less than 0.1
There exists a 90% confidence interval for μ of length greater than 0.3
[338X+Y−2661.645,338X+Y+2661.645] is the unique 90% confidence interval for μ
μ always belongs to its 90% confidence interval
There exists a 90% confidence interval for μ of length greater than 0.3
Solution
The correct option is (B) : There exists a 90% confidence interval for μ of length greater than 0.3.