Using the z-distribution, as we have the standard deviation for the population, it is found that the 99.7% confidence interval is given by:
[tex]112.5 \pm 3\frac{37.5}{\sqrt{96}}[/tex]
The confidence interval is:
[tex]\overline{x} \pm z\frac{\sigma}{\sqrt{n}}[/tex]
In which:
99.7% confidence level, hence[tex]\alpha = 0.997[/tex], z is the value of Z that has a p-value of [tex]\frac{1+0.997}{2} = 0.9985[/tex], so [tex]z = 3[/tex].
The other parameters are:
[tex]\mu = 112.5, \sigma = 37.5, n = 96[/tex]
Hence, the interval is:
[tex]112.5 \pm 3\frac{37.5}{\sqrt{96}}[/tex]
To learn more about the z-distribution, you can check https://brainly.com/question/25890103