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Observe that if B, B1 and 7 are given, then each Y; is a gaussian: Y| (30, 31, 7) ~N (Bo + BXi, 1/7).

  

Observe that if B, B1 and 7 are given, then each Y; is a gaussian: Y| (30, 31, 7) ~N (Bo + BXi, 1/7). Therefore, the likelihood function of the vector (Y,...,Y) given (B0, B1, 7) is of the form ()-(---) exp It turns out that the distribution of (80, 81) given and Y,..., Y is a 2-dimensional Gaussian. In terms of X, Y and T, what is its mean and covariance matrix? Hint: look ahead and see what part (b) is asking. What answer do you hope would come out, at least for one of these two things? (Type X for X, trans(X) for the transpose XT, and X^(-1) for the inverse X1 of a matrix X.) Mean: Covariance:

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