Question: For multivariate regression models, derive (a) the distribution of predicted vector jig of a new response yo, with observed X0; (b) the simultaneous condence intervals

For multivariate regression models, derive

(a) the distribution of predicted vector jig of a new response yo, with observed X0; (b) the simultaneous condence intervals of all the p components of Ebro); (c) the simultaneous prediction intervals of all the p components of ya

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