Null Distribution of the Sample Correlation Statistics Gibbs Sampler Convergence Statistics Kolmogorov–Smirnov Statistics Quadratic Forms and Idempotent Matrices Statistics Independence of $\hat\beta$ and $\mathrm{RSS}$ Statistics Fisher Information Tensorizes for I.I.D. Samples Statistics CLT for Triangular Arrays Statistics Frequentist Coverage of Bayesian Credible Sets Statistics