Show that has a Students T distribution with [n - (k + 1)] degrees of freedom. -
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Show that
has a Student’s T distribution with [n - (k + 1)] degrees of freedom.
Transcribed Image Text:
ŷ - y T = sVI +a'(X'X)-'a
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To show that the expression T has a Students T distribution with n k 1 degrees of freedom we need to establish that T follows the Tdistribution under ...View the full answer
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Related Book For
Statistics For Engineering And The Sciences
ISBN: 9781498728850
6th Edition
Authors: William M. Mendenhall, Terry L. Sincich
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