Observations (xi, Yi), i = 1,... ,n, follow the model Yi = + xi + i,

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Observations (xi, Yi), i = 1,... ,n, follow the model Yi = α + βxi + εi, where E εi = 0, Var εi = σ2, and Cov(εi, εj) = 0 if i ≠ j. Find the best linear unbiased estimator of α.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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