Suppose that in a problem of simple linear regression, a confidence interval with confidence coefficient 1 0 (0 0 1) is constructed for the height of the regression line at a given value of x Show that the length of this confidence interval is shortest when x x

Question: Suppose that in a problem of simple linear regression, a confidence interval with confidence coefficient 1 0 (0 < 0 < 1) is constructed for

Suppose that in a problem of simple linear regression, a confidence interval with confidence coefficient 1− α0 (0 < α0 < 1) is constructed for the height of the regression line at a given value of x. Show that the length of this confidence interval is shortest when x = x.

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