Use the formula for t of Exercise 28 to show that if the assumptions underlying normal regression analysis are met and β = 0, then R2 has a beta distribution with the mean ![](https://test.transtutors.com/qimg/9f285a5e-9177-4c77-9007-84680b53069b.png)
Exercise 28
Verify that the formula for t of Theorem 4 can be written as
![](https://test.transtutors.com/qimg/3be6193e-fbca-49ae-819a-a418d61c4424.png)
Theorem 4
Under the assumptions of normal regression analysis,
![](https://test.transtutors.com/qimg/4c5452f6-5a0f-4880-b703-f78b4b6105f8.png)
is a value of a random variable having the t distribution with n - 2 degrees of freedom.