What is different about the normality requirement for a confidence interval estimate of sigma and the normality requirement for a confidence interval estimate of mu?
The normality requirement for a confidence interval estimate of sigma is (less strict / stricter) than the normality requirement for a confidence interval estimate of mu. Departures from normality have a (greater / lesser) effect on confidence interval estimates of sigma than on confidence interval estimates of mu. That? is, a confidence interval estimate of sigma is (more/less)
robust against a departure from normality than a confidence interval estimate of mu.
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