Question: Consider a linear model with only intercept: yi = ei , i = 1, . . . , n, where e1, . . . ,

Consider a linear model with only intercept: yi = ei , i = 1, . . . , n, where e1, . . . , en are IID N(0, 2 ). (a) Find the 100(1 )% confidence interval for . (b) Find the 100(1 )% prediction interval for a new observation ynew. (c) Find the leverage values of all the observations

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