Question: (ii) 5 points: Consider the same model as in question (i) but now with the extra assump tion: 0 ei|x~N(0,02)fori=1,...,n (a) Derive the distribution of

 (ii) 5 points: Consider the same model as in question (i)

(ii) 5 points: Consider the same model as in question (i) but now with the extra assump tion: 0 ei|x~N(0,02)fori=1,...,n (a) Derive the distribution of the OLS estimator. (b) Write down the likelihood for the normal linear regression model and derive the maximum likelihood estimators for B and 02

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