2.1 1、Statistical or random experiment 2、Sample space or population Sample point, event 2.2 Stochastic or random variable (r. v.) 2.3 Probability 2.4 R.V. and probability density function
Ch. 9 Heteroscedasticity Regression disturbances whose variance are not constant across observations are heteroscedastic. In the heteroscedastic model we assume that
