If the error variable $\varepsilon$ is normally distributed,the test statistic for testing H₀: $\beta$₁ = 0 has a Student t-distribution with n - 2 degrees of freedom.

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This statement is true according to the properties of Student's t-distribution when testing the null hypothesis that the population regression coefficient is equal to zero. The test statistic follows a t-distribution with n-2 degrees of freedom, where n is the sample size.

If the Error Variable ε\varepsilonε Is Normally Distributed,the Test Statistic for Testing H0

If the Error Variable $\varepsilon$ Is Normally Distributed,the Test Statistic for Testing H₀