Answer
$2.6\lt\mu\lt3.1$
Work Step by Step
1. The mean of the data set can be found as $\bar X=2.819$
2. At the 99% confidence, the critical z-value is $z_{\alpha/2}=2.575$
3. Given $\sigma=0.62,n=36$, the error of estimation can be
found as $E=2.575\times\frac{0.62}{\sqrt {36}}=0.266$
4. the interval of the mean can be found as
$\bar X−E\lt\mu\lt\bar X+E$ which gives $2.6\lt\mu\lt3.1$