Since o , 1 , ... k are independent of s 2 , it

Question:

Since β̂o, β̂1, ... β̂k are independent of s2, it follows that

l = aoβ̂o + a1β̂1 + ...... + akβ̂k

is independent of s2. Use this fact and Theorems 11.2 and 11.3 to show that

has a Student’s T distribution with [n - (k + 1)] degrees of freedom.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Statistics For Engineering And The Sciences

ISBN: 9781498728850

6th Edition

Authors: William M. Mendenhall, Terry L. Sincich

Question Posted: