Question
For two normal distributions with the same mean, but different standard deviations, the 95% confidence interval will be:
(a) The same for both distributions
(b) Larger for the distribution with the smaller standard deviation
(c) Smaller for the distribution with the smaller standard deviation
(a) The same for both distributions
(b) Larger for the distribution with the smaller standard deviation
(c) Smaller for the distribution with the smaller standard deviation
Answers
The standard normal distribution is the normal distribution with a mean of zero and a variance of one. So I would say C