
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501 تمرين 14
Suppose Y i is distributed i.i.d. N (0, 2 ) for i = 1, 2,..., n.
a. Show that
b. Show that
is distributed
c. Show that E ( W ) = n.
d. Show that
is distributed t n -1.
a. Show that

b. Show that


c. Show that E ( W ) = n.
d. Show that

التوضيح
We are told that
is distributed i.i.d...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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