Assuming that, the i s are normal, independent with zero means and common variance 2 , show that A, the least squares estimator of in y x a 0x, is normally distributed with mean a and variance n ( 3) i 1...

The least squares estimator A of a is a linear ...

Assuming that, the ? i ?s are normal, independent with zero means and common variance ? 2

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Assuming that, the ? i ?s are normal, independent with zero means and common variance ?², show that A, the least squares estimator of ? in ? y?x = a + 0x, is normally distributed with mean a and variance

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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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Assuming that, the ? i ?s are normal, independent with zero means and common variance ? 2

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ΣΗ σλ n Σ (π-3): i=1

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