~ 5. Assume that the assumptions (9.9) for the linear model are valid. During the lectures we derive for the ML estimator of the slope the following result b(Y) = B(Y) · N(ẞ,0²/qxx). In order to calculate the variance, we need the following probability calculation result which is the content of this task. Assume that Y₁,..., Yn ~ N(0,σ²) H. Show by calculating that 2 E(YY)(YY) = n holds for each i, j = 1,...,n. (Hint: if EX the lecture notes is also useful). = + Jo² kun i = j kun i j 0, then E(X2) = varX. Page 35 of

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter7: Analytic Trigonometry
Section7.6: The Inverse Trigonometric Functions
Problem 91E
Question
~
5. Assume that the assumptions (9.9) for the linear model are valid. During the lectures
we derive for the ML estimator of the slope the following result b(Y) = B(Y) ·
N(ẞ,0²/qxx).
In order to calculate the variance, we need the following probability calculation result
which is the content of this task. Assume that Y₁,..., Yn ~ N(0,σ²) H. Show by
calculating that
2
E(YY)(YY)
=
n
holds for each i, j = 1,...,n. (Hint: if EX
the lecture notes is also useful).
=
+
Jo² kun i = j
kun i j
0, then E(X2)
=
varX. Page 35 of
Transcribed Image Text:~ 5. Assume that the assumptions (9.9) for the linear model are valid. During the lectures we derive for the ML estimator of the slope the following result b(Y) = B(Y) · N(ẞ,0²/qxx). In order to calculate the variance, we need the following probability calculation result which is the content of this task. Assume that Y₁,..., Yn ~ N(0,σ²) H. Show by calculating that 2 E(YY)(YY) = n holds for each i, j = 1,...,n. (Hint: if EX the lecture notes is also useful). = + Jo² kun i = j kun i j 0, then E(X2) = varX. Page 35 of
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