きちんと書くと ここで は自由度 の 分布の上側 点 95 ¯ X ± 1.96 ^ σ ¯ X μ 95 X 1 − α ¯ X ± t α/2 (n − 1)^ σ ¯ X [L(X), U (X)] = [ ¯ X − t α/2 (n − 1) s √n , ¯ X + t α/2 (n − 1) s √n ] t α/2 (n − 1) n − 1 t α/2 9 / 29
A1 , … , Ak P (A1 ∪ ⋯ ∪ Ak ) ≤ P (A1 ) + ⋯ + P (Ak ) (A1 ∩ ⋯ ∩ Ak ) c = A c 1 ∪ ⋯ ∪ A c k P (A1 ∩ ⋯ ∩ Ak ) = 1 − P (A c 1 ∪ ⋯ ∪ A c k ) ≥ 1 − P (A c 1 ) − ⋯ − P (A c k ) Ai θi ∈ Ri P (θ ∈ S) ≥ 1 − kα ′ = 1 − α α ′ = α/k 26 / 29