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If x01 x02 x0k are given

If x01, x02, . . . , x0k are given values of x1, x2, . . . , xk and X0 is the column vector

It can be shown that

Is a value of a random variable having the t distribution with n- k- 1 degrees of freedom.

(a) Show that for k = 1 this statistic is equivalent to the one of Exercise 14.23.

(b) Derive a (1 – α) 100% confidence interval formula for

It can be shown that

Is a value of a random variable having the t distribution with n- k- 1 degrees of freedom.

(a) Show that for k = 1 this statistic is equivalent to the one of Exercise 14.23.

(b) Derive a (1 – α) 100% confidence interval formula for

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