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 i 1 n ) ial...

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

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

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Assuming that, the ˆŠi's are normal, independent with zero means and common variance Ïƒ2, show that A, the least squares estimator of Î± in µY|x. = a + 0x, is normally distributed with mean a and variance

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Probability & Statistics For Engineers & Scientists

ISBN: 9780131877115

8th Edition

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

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Question Posted: Mar 17, 2016 03:40 AM

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

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i=1 σλ ηΣn-)* ial

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