=+14.8. Show that, in Example 14.4 [continued following (14.22)], the MSPE of is equal to 2
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=+14.8. Show that, in Example 14.4 [continued following (14.22)], the MSPE of ˜ζ is equal to σ2 vσ2 e /(σ2 e + niσ2 v), which is the same as var(ζ|yi).
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