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This confidence interval, found by numerical nonlinear constrained     optimization, has the required minimum coverage and utilizes this uncertain     prior information through desirable expected length properties.    This confidence interval has the following three practical applications.     Firstly, if the error variance has been accurately estimated from previous     data then it may be treated as being effectively known. Secondly, for     sufficiently large (dimension of the response vector) minus (dimension of     regression parameter vector), greater than or equal to 30 (say),    if we replace the assumed known value of the error variance by its usual     estimator in the formula for the confidence interval then the resulting     interval has, to a very good approximation, the same coverage probability     and expected length properties as when the error variance is known. 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