Suppose Y i is distributed i.i.d. N (0, 2 ) for i = 1, 2,..., n. a. Show that 11eb9b5b_3d07_c31d_bf3e_cb3266127eb3_SM2686_00 b. Show that 11eb9b5b_3d07_ea2e_bf3e_e3f6eea37bf5_SM2686_11 is distributed 11eb9b5b_3d07_ea2f_bf3e_55edcd54b964_SM2686_11 c. Show that E ( W ) = n. d. Show that 11eb9b5b_3d07_ea30_bf3e_1938cd6ee302_SM2686_00 is distributed t n -1.

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

Edition 3ISBN: 978-9352863501

Edition 3ISBN: 978-9352863501

Exercise 10

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. ...