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Sampling Distribution For Slope T-Test

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A linear regression analysis is conducted using 40 data points, and all conditions for inference are met. For a hypothesis test where the null hypothesis is H₀: β = 2, what is the sampling distribution of the test statistic (b - 2)/s_b?

A

t-distribution with 39 degrees of freedom

B

Standard normal distribution

C

t-distribution with 38 degrees of freedom

D

t-distribution with 40 degrees of freedom

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