For the interval estimation of μ when σ is known and the sample is large, the proper distribution to use is
A) the normal distribution
B) the t distribution with n degrees of freedom
C) the t distribution with n + 1 degrees of freedom
D) the t distribution with n + 2 degrees of freedom

Question

Quizplus · Accepted Answer

When σ is known and the sample is large, the proper distribution to use is the normal distribution. This is because the sample mean will have a normal distribution with mean μ and standard deviation σ/√n, according to the Central Limit Theorem. Therefore, we can use the properties of the normal distribution to construct confidence intervals for μ.

For the Interval Estimation of μ When σ Is Known