Let ŷ = β̂o, + β̂1x1 + β̂2x2, ... β̂kxk be the least

Let ŷ = β̂o, + β̂1x1 + β̂2x2, ... β̂kxbe the least squares prediction equation, and let y be some observation to be obtained in the future.

a. Explain why (ŷ - y) is normally distributed.

b. Show that 

E(ŷ - y) = 0

and

V(ŷ - y) = [1 + a'(X'X)-1a]σ2