Under the assumptions of normal regression analysis

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Derive a (1 - α) 100% confidence interval for μ_Y|x0, the mean of Y at x = x₀, by solving the double inequality -t_{α/2, n-}2 _{α/2, n}-2 with t given by the formula of Exercise 23.

Exercise 23

Use the results of Exercises 20 and 21 and the fact that

Exercises 20

Under the assumptions of normal regression analysis, show that

(a) the least squares estimate of α in Theorem 2 can be written in the form

(b) has a normal distribution with

Theorem 2

Exercises 21

This question has been intentionally omitted for this edition.

Reference no: EM131137457

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