Question: Exercise3.13 Givenasampleofvectors Y1, ...,Yn from a p-dimensional multinormaldistribu- tion withanunknownmeanvector and aknownvariance-covariancematrix V, findBonferroni and exact100(1)% confidenceregionsfor j, j = 1, ..., p. (Hint:

Exercise3.13 ∗Givenasampleofvectors Y1, ...,Yn from a p-dimensional multinormaldistribu-

tion withanunknownmeanvector μ and aknownvariance-covariancematrix V, findBonferroni and exact100(1−α)% confidenceregionsfor μj, j = 1, ..., p.

(Hint: recallthat (Yi−μ)⊤V−1(Yi−μ) ∼ χ2 p.)

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