Question: Find the prediction interval with a probability 1 of coverage for an observation to be taken at the value x0 by an independent

Find the prediction interval with a probability 1 − γ of coverage for an observation to be taken at the value x0 by an independent variable, given the data (xi,yi),i =

1, ...,n, and assuming the normal model of the form Yx = bx + with ∼N(0,σ2).

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