Assume that Y_(1),Y_(2),dots,Y_(n) is a sample of size n from an exponential distribution with mean \theta .
(a) Use the method of moment-generating functions to show that 2\sum_(i=1)^n (Y_(i))/(\theta ) is a pivotal quantity and has a \chi ^(2) distribution with 2n df.
(b) Use the pivotal quantity 2\sum_(i=1)^n (Y_(i))/(\theta ) to derive a 95% confidence interval for \theta .
(c) If a sample of size n=7 yields /bar (y)=4.77, use the result from part (b) to give a 95% confidence interval for \theta .