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Let $n+1 be a newly observed feature value, with associated value of the dependent variable yn+1, satisfying: yn+1 : 5$n+1 + n+1 , Where an

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Let $n+1 be a newly observed feature value, with associated value of the dependent variable yn+1, satisfying: yn+1 : 5$n+1 + n+1 , Where an is independent of 61,...,n and follows the same distribution. Currently, we have observed an\" but have not yet observed yn+1. Please answer the following: e j (5 points) Assuming that or is known but 5 is not, describe how to construct a 95% condence interval for 533,1\". This is a random interval, constructed from the observed data and the value of (I, such that the probability that the interval contains mn is 95%. This probability is calculated over the randomness associated with the observed data (331, yl), . . . , (zen, y\")

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