For a simple linear regression model where ? i ?s are independent and normally distributed with zero
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For a simple linear regression model where ? i ?s are independent and normally distributed with zero means and equal variances a~, show that, Y and have zero covariance.
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Yi = a 3r, + ei, = 1, 2.... n. (r; -a)Y 2? = 1L Σ.
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Related Book For
Probability & Statistics For Engineers & Scientists
ISBN: 9780130415295
7th Edition
Authors: Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying
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