If the Error Variable $$\varepsilon$$ Is Normally Distributed, the Test Statistic for Testing

question 194

True/False

If the error variable $$\varepsilon$$ is normally distributed, the test statistic for testing $$H _ { 0 } : \beta _ { 1 } = 0$$ in a simple linear regression follows the Student t-distribution with n - 1 degrees of freedom.

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