Exercise 2.1 Show that for estimable, MSE (XX) t(dfE).

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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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