Question: 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.

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

i=1 n-)* ial

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