Exercise 6 6 If (yi1,yi2, xi1,xi2, ,xi,p1), i 1, ,n are independent N(,V), find the distribution of n p1 ryx 1r2 yx when yx 0 ...

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Exercise 6.6 If (yi1,yi2, xi1,xi2, . . . ,xi,p1), i=1, . . . ,n are independent N(,V),

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Exercise 6.6 If (yi1,yi2, xi1,xi2, . . . ,xi,p−1), i=1, . . . ,n are independent N(μ,V), find the distribution of

√

n− p−1 ry·x

1−r2 y·x when ρy·x = 0.

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Exercise 6.6 If (yi1,yi2, xi1,xi2, . . . ,xi,p1), i=1, . . . ,n are independent N(,V),

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