The right hand inequality holds if and only if
Similarly, the first inequality can be rearranged to be
so that the range between these two limits is a level confidence interval for . For the data we have and . The critical point while to find the lower tail critical point we use . The interval is then to . Note that some people may have put on top.
Take exepcted values and put in the results of (b) and (c) to get
which is just
which is in turn just the MSE.
Now write as to see that
Now examine the Treatment Sum of Squares. First note that . Use this to see that the Treatment Sum of Squares is given by
which simplifies to
This last is the numerator of .