Question: Could anyone help on the below questions and provide steps and reasoning for that? Let X and u be (scalar) random variables. Select all of

Could anyone help on the below questions and provide steps and reasoning for that?

Could anyone help on the below questions and provide steps and reasoning

Let X and u be (scalar) random variables. Select all of the following statements which are true. If E(u | X) = 0, then E(u) = 0. If Cov(X, u) = 0, then X and u are independent. If E(u | X) = 0, then Cov(X, u) = 0. O If X and u are independent, and E(u) = 0, then E(u | X) = 0. Let B and B' be unbiased estimators of a k x 1 vector of parameters B. Select all of the following statements which imply that B is weakly more efficient than B'. The variance of a B' is at least as great as the variance of a B for all k x 1 vectors a. All diagonal entries of the variance matrix of B' - B are nonnegative. The variance matrix of B' - B is positive semidefinite. O The variance of a B' is at least as great as the variance of a $ for some k x 1 vector a

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