Let each observation in a set of k independent random samples be normally distributed with means 1,

Let each observation in a set of k independent random samples be normally distributed with means μ1, . . ., μk and common variance σ2. If H0 = μ1 = μ2 = ˆ™ ˆ™ ˆ™ = mk is true, show that has an F-distribution with k€“1 numerator and n€“k denominator degrees of freedom.

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SST/(k- MST SSE/(n-k) MSE