A normal distribution for the disturbance term in regression theory
Probability
2007-09-24 v1
Abstract
In regression theory, it is stated that the disturbance term follows the normal distribution when the sample size is large. In Professor J.Johnston's words: "In view of the many factors involved, an appeal to the Central Limit Theorem would further suggest a normal distribution for u." This paper includes an elementary proof that the disturbance term follows the normal distribution when n is large.
Keywords
Cite
@article{arxiv.0709.3414,
title = {A normal distribution for the disturbance term in regression theory},
author = {Mr. Lambros Iossif},
journal= {arXiv preprint arXiv:0709.3414},
year = {2007}
}
Comments
4 pages