Consider the simple linear regression model based on normal theory. If we are interested

Chapter 11, Problem 11.55

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Consider the simple linear regression model based on normal theory. If we are interested in testing H0 : 1 = 0 versus various alternatives, the statistic T = 1 0 S/ Sxx possesses a t distribution with n 2 df if the null hypothesis is true. Show that the equation for T can also be written as T = r n 2 1 r 2

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