4. Let ,, , xn be independent and suppose that E(X.) k,0 + bi, for known...

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4. Let ,, , xn be independent and suppose that E(X.) k,0 + bi, for known constants ki and bi, and Var(X) = σ2, i 1, , n. (a) Find the least squares estimator θ of θ. (b) Show that θ is unbiased. c) Show that the variance of θ is Var(8)-: T (e) Show that the variance of is Var() (d) Show that Tn Σ(x,-ke-W2 = Σ(x,-k9-b)2 + Σ ka@ー0)2 i-1 -1 ー1 (e) Hence show that Ti 121

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4 Let Xi Xnindependent and Spowe thok (a) Find the least sequaru l e equaing z に1 ニ言 2. Ki (C) Show that the Van i once 0 )AVan 16) z 121 121 hy 1리 Ri y uN ki (d) Shoo da 리 미 1러 12 니

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