Question: Again consider the simple linear regression model where i 's are independent N(0, 2 ) random variables, and Y = Bo + Britai

Again consider the simple linear regression modelY = Bo + Britai

where ϵi's are independent N(0,σ2) random variables, andSxy 8 Sxx B=Y - B. "

a. Show that Bo is a normal random variable. b. Show that is an unbiased estimator of Bo, i.e., E[Bo] = Bo.

Y = Bo + Britai

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