Example 15-5. X;, (i = 1, 2, mean and common variance o?. n) are independently and normally distributed with zero .... Let š;= £ Cj X;,;i=1,2, j= 1 ..., 11, where 2 CijC;'; &;í is Kroneker delta. j = 1 Σ AE x2 - E Š 7 is distributed as x? variate with (n– p) d.f. OLi= 1 Show that i= 1

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Example 15-5. X;, (i = 1, 2, ..., n) are independently and normally distributed with zero
mean and common variance o?.
%3D
•..
n
Let ;= 2 Cj X;,;i=1,2,
where 2
j = 1
..., 11, CjC;'; 8;í is Kroneker delta.
j= 1
77
P
1
Show that
E x? - E § ? is distributed as x² variate with (n – p) d.f.
oLi = 1
i= 1
Transcribed Image Text:Example 15-5. X;, (i = 1, 2, ..., n) are independently and normally distributed with zero mean and common variance o?. %3D •.. n Let ;= 2 Cj X;,;i=1,2, where 2 j = 1 ..., 11, CjC;'; 8;í is Kroneker delta. j= 1 77 P 1 Show that E x? - E § ? is distributed as x² variate with (n – p) d.f. oLi = 1 i= 1
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