It can be shown (proof omitted) that the least-squares estimates, and , are independent (in a probabilistic
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It can be shown (proof omitted) that the least-squares estimates, and , are independent (in a probabilistic sense) of s2. Use this fact, in conjunction with Theorem 10.1 and the result of Exercise 10.40, to show that
has a Student’s T distribution with .
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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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