Equation (5.3.5) can also be written as Pr [ 2 5 /2 se( 2 ) <
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Equation (5.3.5) can also be written as
Pr [β̂2 – 5α/2se(β̂2) < β2 < β̂2 + tα/2se (β̂2)] = 1 – α
That is, the weak inequality (≤) can be replaced by the strong inequality (<). Why?
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Under the normality assumption 2 is normally distributed But ...View the full answer
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