In your notebook "nb_ch07_02.ipynb", when estimating uncertainty, I think it should use the estimation of sigma, "sigma_hat"

You generate some artificial data about linear regression.  Known its process, you give parameters a, b and sigma. but when you estimate the uncertainty, you plot some graphics, I think it should use the estimated value of sigma, not use the true value, because you didn't know it. It is (sum of squared estimate of errors) / (n-k-1).