Question: 2. (6 pt) Consider again the normal simple linear regression model (see equation (1) with & ~ N(0,63)). Use the results from problem 1. find

2. (6 pt) Consider again the normal simple linear regression model (see equation (1) with & ~ N(0,63)). Use the results from problem 1. find the probability distributions of b, and by. Remember to justify normality as well as deriving the means and variances. (a) Show that by ~ N | Bi. (b) Show that by ~ N | 80. G

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