Show that has a Students T distribution with [n - (k + 1)] degrees of freedom. -

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Show that

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

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Statistics For Engineering And The Sciences

ISBN: 9781498728850

6th Edition

Authors: William M. Mendenhall, Terry L. Sincich

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Question Posted: Apr 30, 2021 01:32 AM

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Show that has a Students T distribution with [n - (k + 1)] degrees of freedom. -

Question:

ŷ - y T = sVI +a'(X'X)-'a

Step by Step Answer:

To show that the expression T has a Students T distribution with n k 1 degrees of freedom we need to establish that T follows the Tdistribution under ...View the full answer

Statistics For Engineering And The Sciences

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