Consider the regression model where the εi are i.i.d. N(0,σ2) random variables, for i = 1,...

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Consider the regression model
where the εi are i.i.d. N(0,σ2) random variables, for i = 1, 2, . . . , n.

(a) (4 points) Show βˆ is normally distributed with mean β and variance σ2 . 1 1SXX

Question 6 Consider the regression model y = Bo + B12 + 8 where the €, are i.i.d. N(0,0%) random variables, for i = 1,2, ...,

math Statistics-And-Probability

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Glen Given, Regression mod Y- Pot Biztei boher where si ii.d No,82) random vamiables. for Tii= 1,2. ! 1 @ Here we have to sho

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Consider the regression model where the εi are i.i.d. N(0,σ2) random variables, for i = 1,...

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Consider the regression model where the εi are i.i.d. N(0,σ2) random variables, for i = 1,...

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