If the assumptions of Section 11.2 are satisfied, it can be shown that s 2 is independent
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If the assumptions of Section 11.2 are satisfied, it can be shown that s2 is independent of β̂i, the least-squares estimator of βi. Use this fact, along with Theorems 11.1 and 11.2, to show that
has a Student’s T distribution with [n - (k + 1)] degrees of freedom.
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Related Book For 
Statistics For Engineering And The Sciences
ISBN: 9781498728850
6th Edition
Authors: William M. Mendenhall, Terry L. Sincich
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