Assume that H0 in (11 6 5) is true that is, all observations have the same mean Prove that S2Betw 2 has the 2 distribution with p 1 degrees of freedom Let then use the same method that was used in Sec 8 3 to find the distribution of the sample variance You may use the following fact without proving...

Let A be the orthogonal matrix whose first row is u ...

Assume that H0 in (11.6.5) is true; that is, all observations have the same mean . Prove

Question:

Assume that H0 in (11.6.5) is true; that is, all observations have the same mean Î¼. Prove that S2Betw/Ïƒ2 has the Ï‡2 with p ˆ’ 1 degrees of freedom. Let

then use the same method that was used in Sec. 8.3 to find the distribution of the sample variance. You may use the following fact without proving it:
Let u = ((n1/n)1/2, . . . , (np/n)1/2). Then there exists an orthogonal matrix A whose first row is u.

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...