Importance of Normal model deviations? A general form of

Chapter , Problem 10.15

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Importance of Normal model deviations? A general form of the central limit theorem tells us that the sampling distributions of b0 and b1 will be approximately Normal even if the model deviations are not Normally distributed. Using this fact, explain why the Normal distribution assumption is much more important for a prediction interval than for the confidence interval of the mean response at x x*.

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