Which of the Following Is Not a Required Condition for the Error

Multiple Choice

Which of the following is not a required condition for the error variable $\varepsilon$ in the simple linear regression model?

A) The probability distribution of $\varepsilon$ is normal.
B) The mean of the probability distribution of $\varepsilon$ is zero.
C) The standard deviation $\sigma _ { \varepsilon }$ of $\varepsilon$ is a constant, no matter what the value of x.
D) The values of $\varepsilon$ are auto correlated.