then you can reject the null at the
level 0.01. That's why you only need the P-value.
. After all, you must
assume
is true to compute P. Instead it measures how often, when
the null is true, you would expect to see a test statistic as extreme as
the one you actually saw.
.''
then we
estimate
using
. The variance of this is

which is simply

Now plug in MSE for
and take a square root to get the estimated
standard error of
and use the interval
(estimated standard error).