page_title: Neyman construction
section_title: Classic Example
hierarchical_section_title: Neyman construction / Classic Example
caption_attribution_description: English: Plot of 50 confidence intervals from 50 samples generated from a normal distribution. This plot was generated our R using CIplot function located in the plotrix library
context_page_description: Neyman construction is a frequentist method to construct an interval at a confidence level such that if we repeat the experiment many times the interval will contain the true value of some parameter a fraction of the time. It is named after Jerzy Neyman.
context_section_description: Suppose ~, where  and  are unknown constants where we wish to estimate . We can define (2) single value functions,   and  , defined by the process above such that given a  pre-specified confidence level ,, and random sample =()
  where  , 
  and  follows a t distribution with (n-1) degrees of freedom. ~t
caption: Plot of 50 confidence intervals from 50 samples generated from a normal distribution.
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