Show that if are defined by Eq. (11.7.6), then Var@--2. IJ I-1 for i IJ Var(Bj) 2

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Show that if are defined by Eq. (11.7.6), then

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 02:51 AM

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Show that if are defined by Eq. (11.7.6), then Var@--2. IJ I-1 for i IJ Var(Bj) 2

Question:

Var@--σ2. IJ I-1 for i IJ Var(Bj) σ2 for J-1, . . . . J IJ

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1 Vari Var var 110 1J0 0 11 j1 11 j1 The estimator B is a linear ...View the full answer

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