Observations (xi, Yi), i 1, ,n, follow the model Yi xi i, where E i 0, Var i 2, and Cov(i, j) 0 if i j Find the best linear unbiased estimator of

Question: Observations (xi, Yi), i = 1,... ,n, follow the model Yi = + xi + i, where E i = 0, Var i =

Observations (xi, Yi), i = 1,... ,n, follow the model Yi = α + βxi + εi, where E εi = 0, Var εi = σ2, and Cov(εi, εj) = 0 if i ≠ j. Find the best linear unbiased estimator of α.

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