A normal distribution for the disturbance term in regression theory

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dc.creatorIossif, Mr. Lambros
dc.date2007-09-21
dc.date.accessioned2026-07-07T08:31:29Z
dc.date.available2026-07-07T08:31:29Z
dc.descriptionIn 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.
dc.description4 pages
dc.identifierhttps://arxiv.org/abs/0709.3414
dc.identifierhttp://arxiv.org/abs/0709.3414
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/138515
dc.subjectProbability
dc.titleA normal distribution for the disturbance term in regression theory
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