Since β̂o, β̂1, ... β̂k are independent of s2, it follows thatl

Since β̂o, β̂1, ... β̂k are independent of s2, it follows that

l = aoβ̂o + a1β̂1 + ...... + akβ̂k

is independent of s2. Use this fact and Theorems 11.2 and 11.3 to show that

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