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Best linear unbiased estimator (BLUE), Gauss Markov theorem, please help with attached problem. e is the error matrix. Let A = Suppose that we observe

Best linear unbiased estimator (BLUE), Gauss Markov theorem, please help with attached problem. e is the error matrix.

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Let A = Suppose that we observe y = Axte where 6.1709 -1.6492 y = 6.6345 13.8419 4.9064 and e has covariance matrix 1 1/3 1/9 1/27 1/81 1/3 1 1/3 1/9 1/27 R = 1/9 1/3 1 1/3 1/9 1/27 1/9 1/3 1 1/3 1/81 1/27 1/9 1/3 1 1. Find the best linear unbiased estimate ablue of x. 2. What is the mean squared error of your estimate E[llac - ablue ll3]

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