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An unbiased coefficient estimator with known variance $v$ gives a conservative level-$\alpha$ test of a zero coefficient by rejecting when its absolute value is at least $\sqrt{v/\alpha }$. Chebyshev's inequality bounds the null rejection probability by $\alpha$. This test needs the variance assumptions but no Gaussian error distribution; a normal-reference test requires additional distributional justification.

A Gaussian error is an error term with a normal distribution. Independent Gaussian errors of equal variance turn least squares into maximum likelihood and make standardized linear coefficient estimators exactly normal. Zero mean and common variance alone do not imply Gaussian errors.

Minimize the residual sum of squares $\Vert Y-X\theta {\Vert }^2$. Differentiating gives the normal equations $X^{T}X\hat{\theta }=X^{T}Y$. Full column rank makes $X^{T}X$ positive definite and invertible, so the unique minimizer isSince $\mathbb{E}Y=X\theta$, it is unbiased. The independent common-variance errors give $\mathrm{Cov}(Y)={\sigma }^{2}I$, henceIndependent Gaussian errors with common variance are a sufficient condition for this estimator also to be the maximum likelihood estimator: their log-likelihood differs from $-\Vert Y-X\theta {\Vert }^2/(2{\sigma }^2)$ by terms independent of $\theta$. Profiling an unknown common variance gives the same minimizer. Mean and variance assumptions alone do not specify a likelihood.

For the seven design points, $\bar{x}=0$ and $\overline{x^2}=4$. In increasing time order the design matrix isIts columns are mutually orthogonal: the odd sums vanish and $\sum (x_i^2-4)=0$. Their squared lengths are $7,28,84$, respectively. ThereforeIn particular $\hat{\gamma }={\sum }_i(x_i^2-4)Y_i/84$. Testing for a quadratic contribution means testing $H_0:\gamma =0$ against $\gamma \ne 0$.

The cooling measurements are stated to have zero-mean errors and known common variance, but normality is not explicitly assumed for them. Under the independent-error linear regression model as stated, Chebyshev's inequality gives a valid conservative level-$\delta$ test: reject whenIts null rejection probability is at most $\delta$ because the estimator has mean zero and the calculated variance. If Gaussian errors are additionally assumed, the sharper exact test uses $Z=\sqrt{84}\hat{\gamma }/\sigma \sim N(0,1)$ under the null and rejects for $|Z|>z_{1-\delta /2}$. With only seven observations, exact normal calibration cannot be deduced from the printed moment assumptions alone.