If the 95% confidence limits for mean mu turn out to be 6.5, 8.5, then the: "probability is 0.95 that the interval (6.5, 8.5)" (Option C)
it is to be noted that:
For the population distribution, 3.92s, not 4s= 8.5 - 6.5.
The 95% confidence interval is for m not X or X-bar.
Hence, the correct answer is option C.
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Full Question:
If the 95% confidence limits for mean m turn out to be 6.5, 8.5:
a. probability is 0.95 that X-bar between 6.5 and 8.5
b. probability is 0.95 that X falls between 6.5 ad 8.5
c. probability is 0.95 that the interval (6.5, 8.5) contains mu
d. 4sigma= 8.5 - 6.5