Consider again the conditions of Exercises 17 and 18, and let the random variable ' be as defined by Eq (11 5 8) a Show that the random variable 2W2 (2 '2) has the F distribution with two and n p degrees of freedom b For every two given numbers i and j, describe how to carry out a test of the follo...

a Since W 2 is a function only of it follows that W 2 and S 2 are in ...

Consider again the conditions of Exercises 17 and 18, and let the random variable ' be as

Question:

Consider again the conditions of Exercises 17 and 18, and let the random variable σ' be as defined by Eq. (11.5.8).
a. Show that the random variable σ2W2/(2σ'2) has the F with two and n − p degrees of freedom.
b. For every two given numbers β∗i and β∗j, describe how to carry out a test of the following hypotheses:
H0: βi = β∗i and βj = β∗j,
H1: The hypothesis H0 is not true. Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...