Question: Consider a simple linear model Y = 0 + 1 x+, with ~ N (0, 2). Show that a. - ) Cov(g )

Consider a simple linear model Y = β0 + β1 x+ɛ, with ɛ ~ N (0, σ2). Show that
σΣa. ηΣ - Σ) Cov(βg β )

a. - ) Cov(g )

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