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Consider again the conditions of Exercises 17 and 18, and let the random variable σ be as defined by Eq. (11.5.8).
a. Show that the random variable σ2W2/(2σ 2) has the F distribution with two and n − p degrees of freedom.
b. For every two given numbers β∗i and β∗j, describe how to carry out a test of the following hypotheses:
H0: βi = β∗i and βj = β∗j,
H1: The hypothesis H0 is not true. |
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