For a simple linear regression model where ? i ?s are independent and normally distributed with zero

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For a simple linear regression model where ? i ?s are independent and normally distributed with zero means and equal variances a~, show that, Y and have zero covariance.

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Probability & Statistics For Engineers & Scientists

ISBN: 9780130415295

7th Edition

Authors: Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying

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Question Posted: Feb 03, 2011 03:42 AM

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For a simple linear regression model where ? i ?s are independent and normally distributed with zero

Question:

Yi = a 3r, + ei, = 1, 2.... n. (r; -a)Y 2? = 1L Σ.

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We have the following CovY B E II 2 1 x i...View the full answer

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