Chapter 0 - Chapter 0 Basic Prerequisite Knowledge ST3131...

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CYM 0.1 Chapter 0 Basic Prerequisite Knowledge ST3131 Regression Analysis
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CYM 0.2 1. Distributions Normal Distribution, N( μ , σ 2 ) Chi-square Distribution, χ 2 ( n ) – Let U = Z 2 . If Z ~ N(0, 1) , then U ~ χ 2 (1) – Let W = X 1 + ⋯ + X n . If X i ~ χ 2 (1) , i = 1, ..., n , independently , then W ~ χ 2 ( n ) ST3131 Regression Analysis
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CYM 0.3 1. Distributions t -Distribution, t ( m ) – If Z ~ N(0, 1) and V ~ χ 2 ( m ) independently, then 𝑇 = 𝑍 𝑉 / 𝑚 ~ 𝑡 ( 𝑚 ) F -Distribution, F ( m , n ) – If V ~ χ 2 ( m ) and W ~ χ 2 ( n ) independently, then 𝐹 = 𝑉 / 𝑚 𝑊 / 𝑛 ~ 𝐹 ( 𝑚 , 𝑛 ) ST3131 Regression Analysis
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