Assume I have $Y_i=A+BX_i + \epsilon_i$
For a multiple linear regression I have,
$Y_i=A+B_1X_1+B_2X_2+....+B_NX_N+\epsilon$ The question is, what is the distribution of $\epsilon$, knowing that $\epsilon_i$ is distributed with mean 0 and variance $K^2$?