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Unformatted text preview: answer? Problem 12 If e is normally distributed and 2 is known, what is the distribution for ? Problem 13 Show that Y and e are orthogonal, and explain its implication. Problem 14 Explain the variance decomposition of the estimated regression equation and de-rive R 2 . Problem 15 Distinguish R 2 and R 2 . What drawbacks are there to the use of each of them as the primary determinant of the overall quality of a regression? Problem 16 Explain how to construct a random variable W 2 ( n ) given mutually inde-pendent standard normally distributed random variables Z 1 ,Z n ,..,Z n . Problem 17 Explain how to construct a random variable V t ( n ) given mutually independent W 2 ( n ) and Z N (0 , 1) . Problem 18 Explain how to construct a random variable K F ( n 1 ,n 2 ) given mutually in-dependent W 1 2 ( n 1 ) and W 2 2 ( n 2 ) . 2...
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- Spring '09