Consider a random sample of size n from a distribution and the pivotal statistic Use the quantiles of its distribution to construct a confidenc interval for Consider a random sample of size n...

Consider a random sample of size n from a

distribution and the pivotal statistic

Use the quantiles of its distribution to construct a confidenc interval for

Consider a random sample of size n from a multinormal distribution

be as in (4.5.3) and provide the details to show that (4.5.4) is equivalent to (4.5.5).