4. Consider a no-intercept model y. = Br; te, where 6 ~ N(0, o? ) a. Derive LSE for B and calculate its expected value and variance b. Provide the sampling distribution for the LSE of B c. Provide a pivotal quantity for / and use it to construct a 95% confidence interval and provide a test for testing a hypothesis on B (i.e. Ho : B = b, vs H1 : B #bo) d. Using the data for Example 1.2 on page 10 of Sen & Srivas- tava's book (data name in R. E1.7), provide 95% confidence interval for 8 and o (Hint: Show the degrees of freedom for the error sum of squares in this case is n - 1, not n - 2)