Question

QUESTION 5 Suppose that Yı, Y2,.., Yn independent variables such that where β is an unknown parameter, X1, x2-.., xn are known real numbers, and el,e2 independent random errors each with a normal distribution with mean 0 and variance ơ2 ,en are (a) Show that is an unbiased estimator of β. What is the variance of the estimator? (b) Given that the probability density function of Y is elsewhere, show that the maximum likelihood estimator of β is not the same as that in part (a) (c) The least squares estimator of β is the value of β which minimizes Show that the least squares estimator of β is the same as the maximum likelihood estimator of

Answer 1

(A%) . MLE 1기 う( 거;