If $Y_i$ (i=1,...,n) are iid N($\mu$,$\sigma^2$), how would I calculate the marginal pdf of the SSE?
On Wikipedia, I saw that $\sum$($Y_i$-$\bar{Y}$)$^2$ ~ $\sigma^2$$\chi$$^2$(n-1).
Any help would be appreciated!
If $Y_i$ (i=1,...,n) are iid N($\mu$,$\sigma^2$), how would I calculate the marginal pdf of the SSE?
On Wikipedia, I saw that $\sum$($Y_i$-$\bar{Y}$)$^2$ ~ $\sigma^2$$\chi$$^2$(n-1).
Any help would be appreciated!
self-studytag and explain what is your difficulty with this standard result? It is covered and established in most Statistics textbooks. $\endgroup$