1. For the confidence sets (9.114), equivariance under G1 and G2 reduces to (9.115) and (9.116) respectively.

2. For fixed (y1,..., yr), the statements ui yi ∈ A hold for all (u1,..., ur) with u2 i = 1 if and only if A contains the interval I(y) = [−%Y 2 i , +
%Y 2 i ].
3. Show that the statement following (9.118) ceases to hold when r = 1.