1. Consider a hivariate random vector (X,Y), and iid observations (X1,Y1),,(Xn,Yn) from (X,Y). The general intcrest is it a linear regression model Y=X+E where is the vector of regression coefficients, say of climensiot p1,X is the design matrix, is the column vector of all Y-observations, and is the column vector of the error tertans 1,,2, for which we assume that they are independent of each other and have the same distribution as the random variable . One uses the least squares method to estimate the regression cocficients . (a). We make the foliowing assimption regarding be ramiom variable . E(X=x)=0andVar(X=x)=2 with 0