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5. Two data points have x coordinates (assumed to be known exactly) x=(1,2) and y coordinates y=(1,3) with covariance matrix V=[0.20.10.10.1]. You wish to fit

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5. Two data points have x coordinates (assumed to be known exactly) x=(1,2) and y coordinates y=(1,3) with covariance matrix V=[0.20.10.10.1]. You wish to fit a straight line through these data points of the form y=a0+a1x. Show that the intercept and slope of the best-fit line are given by the components of the vector a=[2111][13]=[12], as you would expect. Find the covariance matrix of a. Without redoing the calculation, would you expect your estimates of a and its covariance matrix to change if you ignore the correlation between the fitted y values? Explain your reasoning. [6

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