7. For the model Y₁ = ẞo + B₁xi + Єi, i = 1, . . ., n (a). Prove E(Bo) = ßo. (b). Prove Var(30) = 2Σ n (1/1)² = 0² ( 1 + Σ (21-2)²). (1/12 (−x)2 (c). Prove the covariance between Bo and B₁ is Cov(B0, B1) σ²x Σ(;-π)2
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- Compute Au, where A Au = = 1 (56) 4 and u= (9).Assume we know that the covariance of X and Y is 13/2500. Calculate Cov (-5X+9, 3Y – 7). Enter your answer numerically and accurate to 3 decimal places. For example, if the value you get is 1/3, you should enter 0.333.SSR is defined by SSR = E ( - 9). Prove (1) SSR = 3 S. (2) E(SSR) = o + B} S. (3) Show Y under Ho : B1 = 0.
- .9:18 * 1.3 • If u = x+ 1 t= Vu y = t? then, dy 1. = 0 dx dy 2. = x dx dy = 1 3. dx dy 4. dx 1 O 2 3 4 1.4 • If x = xf(y) – 1 then, 1. у 1-f(y) xf' (y) سيهتز الهاتف عند تلقي المكالمات والإشعارات 3. у 1-f (v) xf(y) 1-f(y) f' v) 4. y4. Assume the joint PMF given in Problem 1. (a) Find the correiation of X and Y. (b) Find E[X]. (d) Find the covariance of X and Y. (c) Find E[Y].How were the correct answers of 1/36 and 0 attained?