Question: Let X , X,,...,x ~ N. (M, E) be a random sample and R be a 95% elliptical confidence region for /. Use the Extended

Let X , X,,...,x ~ N. (M, E) be a random sample and R be a 95% elliptical confidence region for /. Use the Extended Cauchy-Schwartz inequality to find the projection (shadow) of R on the coordinate axes

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