Question: Consider the model yX X = + 11 22 b be + where E ( ) = 0 and Var( ) = 2 V

Consider the model yX X = + 11 22 b be +

where E ( ε) = 0 and Var( ε) = σ

2 V . Assume that σ

2 and V are known. Derive an appropriate test statistic for the hypotheses H H 02 12 : ,: b b = ≠ 0 0 Give the distribution under both the null and alternative hypotheses.

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