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Normal Errors

In: Visualizing Linear Models

Author

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  • W. D. Brinda

    (Yale University, Statistics and Data Science)

Abstract

Throughout this chapter, we will continue analyzing the linear model from Chap. 4 , but we will assume in particular that 𝜖 ∼ N ( 0 , σ 2 𝕀 ) $${\boldsymbol {\epsilon }} \sim N({\mathbf {0}}, \sigma ^2 {\mathbb {I}})$$ for an unknown σ 2. The figures in Chap. 4 already indicated iid Normal errors, although the results we derived in that chapter did not require such strong assumptions about the distribution of the errors. With the new Normality assumption, our earlier results remain valid of course, but we will also be able to do a good deal more in terms of inference.

Suggested Citation

  • W. D. Brinda, 2021. "Normal Errors," Springer Books, in: Visualizing Linear Models, chapter 0, pages 113-132, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-64167-2_6
    DOI: 10.1007/978-3-030-64167-2_6
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