Probstat/notes/confidence intervals

This is part of probstat

Recall that the random variable ${\bar {X}}$ is a normal random variable with mean $\mu$ and s.d. $\sigma /{\sqrt {n}}$ Therefore,

${\sqrt {n}}({\bar {X}}-\mu )/\sigma$

will be a unit normal random variable.

We consider how ${\bar {X}}$ deviates from the true mean $\mu$.