STAT 3503 Assignment 1 (Due Oct.

7, 2015)
(Submission should be made in class)
- For problems in I and II, use our custom textbook or Applied Linear Statistical Models
(5th Ed., McGraw Hill 2005) by Kutner et. al..
I. Solve problems 1.22(a, b, c), 2.7(a, b), and 2.16(a, b, c, d, e). [50 pts]
II. Solve problems 1.28(a, b), 2.30(a, b) [20 pts]
III. Prove or derive the following results in simple linear regression. Any notation and model
used here are the same as those in our class notes. [20 pts]
1) In a simple linear
Pn regression model with normally distributed errors, find the distribution
1

of Y (= n i=1 Yi ).
2) Let SSE be the residual sum of squares. Show that
SSE = SY Y b21 SXX .
Note: For proof or derivation, you may use some facts we discussed in preliminary review.