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 \(\left( \bar{y}-1.96\cdot \frac{\sigma }{\sqrt{n}},\,\,\bar{y}+1.96\cdot \frac{\sigma }{\sqrt{n}} \right)\) ?