Let \(X_{1}, X_{2}, \ldots, X_{9}\) be a random sample of size 9 from a
distribution that is \(N\left(\mu, \sigma^{2}\right)\)
(a) If \(\sigma\) is known, find the length of a \(95 \%\) confidence interval for
\(\mu\) if this interval is based on the random variable \(\sqrt{9}(\bar{X}-\mu)
/ \sigma\)
(b) If \(\sigma\) is unknown, find the expected value of the length of a \(95 \%\)
confidence interval for \(\mu\) if this interval is based on the random variable
\(\sqrt{9}(\bar{X}-\mu) / S\). Hint: \(\quad\) Write \(E(S)=(\sigma / \sqrt{n-1})
E\left[\left((n-1) S^{2} / \sigma^{2}\right)^{1 / 2}\right]\).
(c) Compare these two answers.