Suppose Y i is distributed i.i.d. N (0, 2 ) for i = 1, 2,..., n. a. Show that 11eb817c_7718_9693_84e6_034fcd1d480c_SM2685_00 b. Show that 11eb817c_7718_9694_84e6_8f956ce6ec01_SM2685_00 is distributed 11eb817c_7718_9695_84e6_8ffa3e6ab195_SM2685_00 c. Show that E ( W ) = n. d. Show that 11eb817c_7718_9696_84e6_e32bbc0d2882_SM2685_00 is distributed t n -1.

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

Edition 3ISBN: 978-9352863501

Edition 3ISBN: 978-9352863501

Exercise 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.

Explanation

Verified

We are told that
is distributed i.i.d...