Question: Exercise 6.9.4 Consider the model yi = 0 + 1xi + ei , ei s i.i.d. N(0, 2/wi ), i = 1, 2, 3, .

Exercise 6.9.4 Consider the model yi = β0 + β1xi + ei , ei s i.i.d. N(0, σ2/wi ), i = 1, 2, 3, . . . , n, where the wi s are known numbers. Derive algebraic formulas for

ˆ β0, ˆ β1, Var( ˆ β0), and Var( ˆ β1).

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