Question: Let the random variable D be defined as in Exercise 7, and let the random variable Q2 be defined by Eq. (11.3.30). a. Show that

Let the random variable D be defined as in Exercise 7, and let the random variable Q2 be defined by Eq. (11.3.30).
a. Show that
Let the random variable D be defined as in Exercise

b. Explain why the random variable Q2/σ2 will have the χ2 distribution with two degrees of freedom when the hypothesis H0 in (11.3.27) is true.

Var(B1) Var(D)

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