Pierre Simon Laplace, Inverse Probability, Central Limit Theorem, Probability, Deep Dives.
apply the following two crucial operations on the above equation: We’ll split the inequality on the L.H.S. into a difference of two probabilities P(μ|X_bar_n ≤ μ_high) and P(μ|X_bar_n ≤ μ_low), and On the R.H.S., we’ll express (1 — α) as: (1 — α/2) — (α/2). The (1 — α)100% confidence interval for