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Prove the GaussMarkov theorem: the least squares estimate of a parameter aT has variance no larger than that of any Other linear unbiased estimate

Prove the GaussMarkov theorem: the least squares estimate of a parameter aT has variance no larger than that of any Other linear unbiased estimate of aT 3. The GallsMarkov theorem states that if we have any other linear estimator unbiased estimator = CT y for aT/3, then Var(aTb) Var(cTy).

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