Question: V L J 3. [7 marks] Consider the model Y;- 2 65% + 614, Where the 6,; are independent random variables from a N(O, 02)
![V L J 3. [7 marks] Consider the model Y;- 2](https://s3.amazonaws.com/si.experts.images/answers/2024/06/6680982cc655a_5966680982ca01e0.jpg)
V L J 3. [7 marks] Consider the model Y;- 2 65% + 614, Where the 6,; are independent random variables from a N(O, 02) distribution and the sci > 0 are xed values. An estimator of 6 from a sample of n observations is _1 n 7 n 211:1 Yi I _ L , . / r _1 'L r . n 271:] M (a) Show 5' is an unbiased estimator of B. [4 marks] (b) Determine Var(,8). [3 marks]
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
