Question: Consider the linear Iiil y = It?! + e with 13(6) = U and eav(e] = 02] and the least square estimator 51.3 = [KiKTlXty

Consider the linear Iiil y = It?! + e with 13(6) = U and eav(e] = 02] and the least square estimator 51.3 = [KiKTlXty The mean square risk of an estimator ,5 is given by suite) = Em? l't 5)]. Show that the risk of am is given by Rigs, ,6] = JETI'HXiX}_1]

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