Question: 5. Consider the simple linear regression model y = XBTE, where X E Rx2 is the design matrix of full column rank, B E R2

5. Consider the simple linear regression model y = XBTE, where X E Rx2 is the design matrix of full column rank, B E R2 is the coeffectent vector, and the error term c ~ Nn(0, I02). Let b = (X'X) -1X'y be the least square estimator of B. In the Scheffe procedure, for g different levels (say Chi, . .., Ing) of the predictor variable, we want to find Ma such that P ((bo + bitchj) - y(new),j) 62 1 + 1 + (2hi -3) 2

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