ABSTRACT
This chapter deals with some basic linear models, namely models for ana lyzing one, two or several samples. These models exemplify the application of the theory developed in Chapter 2.
Suppose we have observations corresponding to n independent random vari ables Y\,..., Yn, identically distributed with distribution
Yi~N(0,a2), i=l,...,n. (1.1)
This model implies that the mean and the variance are common for the n observations. We may be interested in testing hypotheses about /3 or about a2. This is a very simple linear model, and among other things, we derive the classical /- test for hypotheses about /?.
