What is different about the normality requirement for a confidence interval esti
ID: 3360410 • Letter: W
Question
What is different about the normality requirement for a confidence interval estimate of sigma and the normality requirement for a confidence interval estimate of mu?
The normality requirement for a confidence interval estimate of sigma is ( less strict/ stricter) than the normality requirement for a confidence interval estimate of mu. Departures from normality have a (greater/ lesser) effect on confidence interval estimates of sigma than on confidence interval estimates of mu. That is, a confidence interval estimate of sigma is (more/less)
robust against a departure from normality than a confidence interval estimate of mu.
Explanation / Answer
The normality requirement for a confidence interval estimate of sigma is stricter than the normality requirement for a confidence interval estimate of mu. Departures from normality have a greater effect on confidence interval estimates of sigma than on confidence interval estimates of mu. That? is, a confidence interval estimate of sigma is more robustagainst a departure from normality than a confidence interval estimate of mu