Let Y1, Y2, Y3, Y4 ~ N(βο, σ²), Y's independent.
Given the vector Y4×1 = [Y1, Y2, Y3, Y4]T and the orthonormal
coordinate system U₁ = [1, 1, 1, 1]T, U2 = [1, 1, -1, -1]T,
U₃ = [1, -1, 1, -1]T, and U₁ = [1, -1, -1, 1]7.
Find C1, C2, C3, C4 for which Y = C1U1 + C2U2 + C3U3 + C4U4.
The distribution of C₁ is
Chi-square
F distribution
T distribution
Normal