Exercise 2.1 Show that for estimable, MSE (XX) t(dfE).
Question:
Exercise 2.1 Show that for λ β estimable,
λ ˆβ −λ β
MSEλ (XX)−λ
∼ t(dfE).
Find the form of an α level test of H0 : λ β = 0 and the form for a (1−α)100%
confidence interval for λ β .
Hint: The test and confidence interval can be found using the methods of Appendix E.
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