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The normal, or Gaussian, distribution has a density function that is a symmetrical bell-shaped curve. It is one of the most important distributions in statistics. Use the [normality-assumption] tag for asking about testing for normality.

2 votes
0 answers
154 views

Proof regarding chi-squared confidence intervals

$X_1, ... X_n$ are an iid sample from a normal population whose mean and variance are unknown, and let $S^2 = \frac{1}{n}\sum_{i=1}^n (X_i-\bar{X})^2$. Suppose $1 - \alpha = P(\frac{\sqrt nS}{\sqrt a} …
WavesWashSands's user avatar
20 votes
Accepted

Distribution of linear regression coefficients

I know there are a lot of very knowledgeable people here, but I decided to have a shot at answering this anyway. Please correct me if I am wrong! First, for clarification, you're looking for the dist …
WavesWashSands's user avatar