Question: Consider the hypothesis test H0: R Beta = c, where R=I is the identity matrix. What does P(H0) = P(Rbeta = c) capture? The product

Consider the hypothesis test H0: R Beta = c, where R=I is the identity matrix. What does P(H0) = P(Rbeta = c) capture? The product of the probabilities The probability that beta = c holds for some i The probability beta = c holds simultaneously for all

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