Question: 5. Two data points have x coordinates (assumed to be known exactly) x = (1, 2) and [0.2 0.1] 0.1 0.1 y coordinates y

5. Two data points have x coordinates (assumed to be known exactly) 

5. Two data points have x coordinates (assumed to be known exactly) x = (1, 2) and [0.2 0.1] 0.1 0.1 y coordinates y = (1,3) with covariance matrix V = 08:11 You wish to fit a straight line through these data points of the form y = a + ax. Show that the intercept and slope of the best-fit line are given by the components 2 -1 of the vector a = 19=2 as you would expect. Find the covariance matrix of a. Without redoing the calculation, would you expect your estimates of a and its covariance matrix to change if you ignore the correlation between the fitted y values? Explain your reasoning. [6]

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