Solution
= Solution
Let $q_u=G^{-1}(u)$. Since $\sqrt n(\hat\theta-\theta)\sim G$, an exact interval is $[\hat\theta-q_{1-\alpha/2}/\sqrt n,\hat\theta-q_{\alpha/2}/\sqrt n]$.
= Solution
Let $q_u=G^{-1}(u)$. Since $\sqrt n(\hat\theta-\theta)\sim G$, an exact interval is $[\hat\theta-q_{1-\alpha/2}/\sqrt n,\hat\theta-q_{\alpha/2}/\sqrt n]$.