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Homework Statement
Simple regression without a constant
Yi = Bxi + epsi for i = 1,2,...n
epsi are independent and N(0, sigma^2) distributed, B and sigma^2 are unknown.
All my sums are from i = 1 to n
The question is: Explain why:
\frac{\hat{B} - B}{S} \sqrt{\sum{x_i^2}}
is t-distirbuted with n-1 degrees of freedom.
\hat{B} is the least square estimator for B, and S^2 is the least square estiamtor for sigma^2
I'm not sure how to start solving the problem. My first idea was that this looket like a standard t-distribution for \hat{B}, but \sqrt{n} \neq \sqrt{\sum{x_i^2}}