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.
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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