For y1,, yn independent from N(????, ????2), apply Cochrans theorem to construct a F test of H0:
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For y1,…, yn independent from N(????, ????2), apply Cochran’s theorem to construct a F test of H0: ???? = ????0 against H1: ???? ≠ ????0 by applying the SS decomposition with the projection matrix for the null model shown in Section 2.3.1 to the adjusted observations {yi − ????0}. State the null and alternative distributions of the test statistic. Show how to construct an equivalent t test.
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Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
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