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Confidence Intervals

I have n independent random variables that follow the gamma distribution.

I have been asked to find the asymptotic distributionof the mle of α\alpha and find a 95% confidence interval based on the asymptotic normal for it which I have.

Now I have been given that the 95% CI based on the asymptotic is (2,5) and I am asked to find a 95% CI for α2{\alpha}^2 based on the asymptotic distribution of the mle of α2{\alpha}^2.

Does anyone know how to do the last part?
Reply 1
Do you not just square both the limits you have?

But that might be for a deviance interval not an asymptotic one?
Reply 2
sorry i've just looked again and what I have done is for deviance, so I'm not sure sorry.
Reply 3
yeh it is the asymptotic not the deviance that I need but thanks

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