For a simple linear regression model Yi = 0 + 1xi + i, i = 1, 2, . . . , n, where the i

For a simple linear regression model Yi = β0 + β1xi + i, i = 1, 2, . . . , n, where the i are independent and normally distributed with zero means and equal variances σ2, show that Y¯

and B1 =

n i=1

(xi − x¯)Yi n

i=1

(xi − x¯)2 have zero covariance.