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We have sampled n observations from a normal distribution with known standard deviation σ, and constructed...

We have sampled n observations from a normal distribution with known standard deviation σ, and constructed a 95% confidence interval for μ. If the confidence level is changed to 99%, which of the following choices is correct?

Group of answer choices

The confidence interval will become wider.

The confidence interval will become narrower.

The confidence interval will stay the same.

In a particular case, any of these choices may be correct.

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We have sampled n observations from a nomal distribution with known Standard deviation o, and constructed a 95% confidence in

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