Let be a root in a splitting field. The preceding characteristic- identity gives , so there is only one distinct root. If the polynomial were reducible over , choose a monic proper factor of degree , with . In the splitting field it must be . Its coefficient of is , which belongs to . Since is nonzero and thus invertible in the field , this forces , contradicting the absence of a root there. Therefore is irreducible over .
In field characteristic , the binomial theorem gives , since the intermediate binomial coefficients are divisible by the prime number . If is a root of , then , and hence
Full column rank gives the least-squares estimator
Write . Since and , we have and
This calculation needs the stated uncorrelated equal-variance errors, but not normality.
Set . Symmetry of gives , so
The requested upper confidence bound is therefore
There is a direction inconsistency in connecting this particular interval to the stated treatment alternative. Since is before minus after, a blood-pressure reduction means . An upper interval excludes the null value zero only when , which instead supports .
For the requested reduction alternative, use the lower 95% interval
It excludes zero in the appropriate direction exactly when
This is the correct level-5% paired one-sided test of no mean change against a reduction. The requested upper bound is valid as a confidence statement, but its ordinary exclusion-of-zero test has the opposite direction.
Each before/after pair concerns the same individual, so subject-specific baseline blood pressure can affect both measurements. Analyzing the within-person difference retains this pairing and removes a common baseline contribution. Under the stated independent normal-difference model,
The normal-sample variance identity gives
Moreover and are independent, because the sample-mean projection and centered residual projection of a Gaussian vector are orthogonal and hence independent. Thus the standardized normal variable is independent of . Consequently
This distribution is free of both unknown parameters.
The Markov property and conditioning on the intermediate state give, for the full history through time ,
Condition this identity again on the smaller history . Its right-hand side is already determined by , so the tower property gives
Thus the sampled sequence is a time-homogeneous Markov chain with transition matrix . Checking only its one-time marginal distributions would not by itself establish the Markov property.
It is the every-second-step case of a subsampled Markov chain.
Write the stationary probabilities as . The equation reduces to . Together with , this gives
The positive transition probabilities make the two states communicate, so the stationary distribution is unique.
Rewrite the function as
These are equal mixture weights on the moment-generating functions of exponential distributions of rates and . Moment-generating functions finite near zero determine the distribution, so has that mixture law. Consequently
For rate ,
This function is finite near zero, so its third derivative there equals the third moment. Therefore
For each fixed , the function is continuous, strictly increasing because its derivative is , and tends to opposite infinities at the two ends of the real line. The intermediate value theorem therefore gives exactly one zero.
For , its partial derivative never vanishes. The implicit function theorem gives a local solution near every point of the solution set. Uniqueness makes these local solutions agree, producing a global . Implicit differentiation gives
At the root is , so

Pinned article: Introduction to the OurBigBook Project

Welcome to the OurBigBook Project! Our goal is to create the perfect publishing platform for STEM subjects, and get university-level students to write the best free STEM tutorials ever.
Everyone is welcome to create an account and play with the site: ourbigbook.com/go/register. We belive that students themselves can write amazing tutorials, but teachers are welcome too. You can write about anything you want, it doesn't have to be STEM or even educational. Silly test content is very welcome and you won't be penalized in any way. Just keep it legal!
We have two killer features:
  1. topics: topics group articles by different users with the same title, e.g. here is the topic for the "Fundamental Theorem of Calculus" ourbigbook.com/go/topic/fundamental-theorem-of-calculus
    Articles of different users are sorted by upvote within each article page. This feature is a bit like:
    • a Wikipedia where each user can have their own version of each article
    • a Q&A website like Stack Overflow, where multiple people can give their views on a given topic, and the best ones are sorted by upvote. Except you don't need to wait for someone to ask first, and any topic goes, no matter how narrow or broad
    This feature makes it possible for readers to find better explanations of any topic created by other writers. And it allows writers to create an explanation in a place that readers might actually find it.
    Figure 1.
    Screenshot of the "Derivative" topic page
    . View it live at: ourbigbook.com/go/topic/derivative
  2. local editing: you can store all your personal knowledge base content locally in a plaintext markup format that can be edited locally and published either:
    This way you can be sure that even if OurBigBook.com were to go down one day (which we have no plans to do as it is quite cheap to host!), your content will still be perfectly readable as a static site.
    Figure 5. . You can also edit articles on the Web editor without installing anything locally.
    Video 3.
    Edit locally and publish demo
    . Source. This shows editing OurBigBook Markup and publishing it using the Visual Studio Code extension.
  3. https://raw.githubusercontent.com/ourbigbook/ourbigbook-media/master/feature/x/hilbert-space-arrow.png
  4. Infinitely deep tables of contents:
    Figure 6.
    Dynamic article tree with infinitely deep table of contents
    .
    Descendant pages can also show up as toplevel e.g.: ourbigbook.com/cirosantilli/chordate-subclade
All our software is open source and hosted at: github.com/ourbigbook/ourbigbook
Further documentation can be found at: docs.ourbigbook.com
Feel free to reach our to us for any help or suggestions: docs.ourbigbook.com/#contact