Normal Confidence Intervals

Confidence Interval when is known

Pivotal quantity:

[!theorem]
If are IID , , and , then:

The Chi-squared () and student's t-distributions
WTF
"fatter tails"

The plan:

• The Chi-sqaured () distribution
  • Definition
  • Special Cases
  • Expectation and variance
  • The table
  • Example
• The student's t-distribution
  • Definition
  • Properties
  • The t-table

What the hell is "the student's t-distribution"