Question: Exercise 6.8.4 Consider the model yi = 0 +1xi +ei, eis i.i.d. N(0, 2di), i = 1,2,3, . . . ,n, where the dis are

Exercise 6.8.4 Consider the model yi = β0 +β1xi +ei, eis i.i.d. N(0,σ 2di), i = 1,2,3, . . . ,n, where the dis are known numbers. Derive algebraic formulas for

ˆβ

0, ˆβ1, Var(ˆβ0), and Var(ˆβ1).

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