Problem: CI for a linear combination of parameters How should we go about constructing a (1-a)% CI for a linear combination of parameters, such as coa + CB? • What is E[coa + c1B]? • What is Var(coa + cB)? How can we use these to form CIs?

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PROPERTIES AND INFERENCE
INFERENCE: Coa + C1B
Problem: CI for a linear combination of parameters
How should we go about constructing a (1 – a)% CI for
a linear combination of parameters, such as coa + cB?
E(coâ + c1B]?
• What is Var(coâ + cB)?
• What
How can we use these to form CIs?
Transcribed Image Text:PROPERTIES AND INFERENCE INFERENCE: Coa + C1B Problem: CI for a linear combination of parameters How should we go about constructing a (1 – a)% CI for a linear combination of parameters, such as coa + cB? E(coâ + c1B]? • What is Var(coâ + cB)? • What How can we use these to form CIs?
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