A researcher wishes to construct a 95% confidence interval for apopulation mean. She selects a
simple random sample of size n=20from the population. The population is normally distributed
and thestandard deviation is unknown. When constructing the confidenceinterval, the researcher
should use the t distribution; however,she incorrectly uses the normal distribution. Will the
trueconfidence level of the resulting confidence interval be greaterthan 95%, smaller than 95%,
or exactly 95% a) smaller than 95% b) exactly 95% c) greater than 95%
Solution
b) exactly 95%