題組內容

4. [30%] Based on the following 10 pairs of data:

and assuming the following linear regression model, Y = α + βX + ε, where ε has zero mean and variance equal to σ². Please answer the following questions:

(d) With \( 10\% \) significance level, test the hypothesis " \( H_0: \sigma^2 = 1 \) . Explain your answer in details.