Normal Sampling Distributions Theorem (normal sampling distribution): Under the CLM assumptions, 月1x~N[B,ar(a小 so that (B-e,)/sd(B,)1X~N(o,) -周s B is distributed normally because it is a linear combination of the errors Econometrics 15-Zhuxi@SJTU 7Econometrics 15 - Zhuxi@SJTU 7 Normal Sampling Distributions             2 2 2 j Theorem (normal sampling distribution): Under the CLM assumptions, ˆ ˆ | ~ , , so that ˆ ˆ | ~ 0,1 . ˆ . 1 ˆ is distributed normally because it is a linear combination of j j j j j j j j j X N Var sd X N sd R SST b b b b b b s b b        the errors