Can you answer this question in details?

(d) Weighted linear regression Suppose we keep the independence assumption hut remove the same variance assumption. In other words, data points would be still sampled independently, but now they may have dilferent variance 0}. Thus, the covariance matrix of Y would he still diagonal, but with different values: of I] 0 I] 0% 0 E: : : -. : ' [3) f: 6 0'3 Derive the estimator {similar to the normal equations) for this problem using matrixvector notations with E. [0.7 pts]