(5 points) Let X1, . . . , Xn be a random variable from N(µ, s2
) where both µ and
2 are unknown. Find a pivot quantity based on the random sample. Use the pivot
quantity to set up a one-sided (1 - a) confidence interval for µ for the hypothesis
H0 : µ = µ0 versus H1 : µ µ0.