Econometrics HT 18
Chapter 14 : Some distributions
By Lund University
In preparation for inference in the LRM.
Some distributions
In order to prepare for the next chapter, dealing with inference in the linear regression model, we need to discuss a couple of families of random variables. Specifically, we will look at the chi-square distribution, the t-distribution, and the F distribution and we will also look at the concept critical value.
The chi-square distribution
The t-distribution
The F-distribution
Critical values
Problems
Problems