In some situations where the regression model is useful, it is known that the mean of Y when X 0 is equal to 0, i e , Yi xi i where i for i 1, 2, , n are independent and N(0, 2) (a) Obtain the maximum likelihood estimators, and 2 of and 2 under this model (b) Find the distributions of and 2

Question: In some situations where the regression model is useful, it is known that the mean of Y when X = 0 is equal to 0,

In some situations where the regression model is useful, it is known that the mean of Y when X = 0 is equal to 0, i.e., Yi = Î²xi + Îµi where Îµi for i = 1, 2, . . . , n are independent and N(0, Ïƒ2).

(a) Obtain the maximum likelihood estimators, and 2. of and 2 under this model. (b) Find the distributions of and 2.

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