Use only six (X, Y) pairs (those corresponding to the first six lot numbers) in Table 8.1 and compute a new estimator 2 (8.38) for the asymptotic variance of (see Comment 26). Compare it with the estimator based on all nine observations obtained in Example 8.3.
Example 8.3
Consider the canned tuna data of Table 8.1. We illustrate how to obtain an approximate 90% symmetric two-sided confidence interval for τ. From (8.37), we see that