Question: Explain how to use the F test for the general linear hypothesis H0: ???????? = c to invert a test of H0: ???? = ????0

Explain how to use the F test for the general linear hypothesis H0: ???????? = c to invert a test of H0: ???? = ????0 to form a confidence ellipsoid for ????. For p = 2, describe how this could give you information beyond what you would learn from separate intervals for ????1 and ????2.

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