1. Consider the regression model Y = XB+e where E~ MN(0, 62I), Y is n x 1, and $ is (k + 1) x 1.Let b be a (k + 1) x 1 vector such that b's is estimable. Given a g-inverse F of X'X and Bo = FX'Y. Define Z = b' Bo - b'B SSE Vo2b'Fb V=: g2 Show that Z and V are independent