Question: 3.6. Suppose that ${{y}_{1}},...,{{y}_{n}}$ is a random sample of size n from a normal distribution where $\sigma$ is known. Depending on how the tail area probabilities are split up, an infinite number of random intervals having a 95% probability of containing It can be constructed. What is unique about the particular interval $\left( \bar{y}-1.96\cdot \frac{\sigma }{\sqrt{n}},\,\,\bar{y}+1.96\cdot \frac{\sigma }{\sqrt{n}} \right)$ ?