Assuming that, the ? i ?s are normal, independent with zero means and common variance ? 2
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Assuming that, the ? i ?s are normal, independent with zero means and common variance ?2, show that A, the least squares estimator of ? in ? y?x = a + 0x, is normally distributed with mean a and variance
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ΣΗ σλ n Σ (π-3): i=1
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Related Book For
Probability & Statistics For Engineers & Scientists
ISBN: 9780130415295
7th Edition
Authors: Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying
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