7. (requires calculus) Show that the least squares estimator of + is Y.., for the...

7. (requires calculus) Show that the least squares estimator of μ + τ is Y.., for the linear model Yᵢⱼ = μ + τᵢ + εᵢⱼ (i = 1, ..., r; i = 1, 2, ..., v), where the εᵢⱼ's are independent random variables with mean zero and variance σ². (This is the reduced model for the one-way analysis of variance test, Section 3.5.1, page 44.)