Recall that 0 1x has a normal distribution with expected value 0 1x and variance

Recall that ˆ

0 ˆ

1x has a normal distribution with expected value 0 1x and variance

2

so that Z

has a standard normal distribution. If S
SSE/(n2) is substituted for , the resulting variable has a t distribution with n  2 df. By analogy, what is the distribution of any particular standardized residual? If n
25, what is the probability that a particular standardized residual falls outside the interval (2.50, 2.50)?