4. (10pt) Prove Ỳ, the vector of fitted values, is normally distributed with mean XB and variance oʻX(X'X)-'X'.

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Answer 1

Answer #1

Date . Elů = Elxê ) - = [ XE CRI] unbiased estina hon = XP - Elŷ ? EX B. Now, - varlů z Let we know, ý = x ã = x (xx glxy P

Answer 2

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