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Gaussian factory problem: given an iid sequence $x_i \sim \mathcal{N}(\mu,\sigma^2)$, $i=1,2,\dots$, with $\mu$ and $\sigma^2$ both unknown, construct a realization $y \sim \mathcal{N}(0,1)$.

I have $n$ samples which follow a logistic distribution with unknown $u$ and $s$; it is affected by a Gaussian noise with 0 mean. I would like to estimate its average $u$ with a confidence interval (...