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a. (5 points) Prove that Y^, the vector of fitted values, is normally distributed with mean X and variance 2X(XX)1X. b. (5 points) Prove that pred =Yh(new)Y^h is normally distributed with the mean 0 and variance 2(1+Xh(XX)1Xh)..

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a. (5 points) Prove that Y^, the vector of fitted values, is normally distributed with mean X and variance 2X(XX)1X. b. (5 points) Prove that pred =Yh(new)Y^h is normally distributed with the mean 0 and variance 2(1+Xh(XX)1Xh).

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