3. (i) Let Y, ., Y, be a set of independent random variables withE(Y,) = 0, +02x,(i = 1,..,n)%3D....where 1,..,n are known and Var(Y.) = or, (i = 1,...,n). Find the leastsquares estimators O,, ê, and their covariance matrix.(ii) Let y,n be a set of observations on the independent random variables Yi,..., Ywhere%3DE(Y,) = i0,Var(Y.) = i°o*for i = 1, ..., n.Derive the least squares estimate of 0 and obtain the variance of this estimator using(a) Sw, the weighted sum of squares,(b) matrix methods.

Hello! As you have posted 2 different questions, we are answering the first question (4-2). In case…

(i) Let Y1Y, be a set of independent random variables with E(Y) 0 +0, (i = 1,...,n) where #1, 2n are known and Var(Y,) squares estimators O,, O, and their covariance matrix. or, (i = 1,..,n). Find the least .... G) Let u be a set of ohservations on the indenendent random variablee V

(i) Let Y1Y, be a set of independent random variables with E(Y) 0 +0, (i = 1,...,n) where #1, 2n are known and Var(Y,) squares estimators O,, O, and their covariance matrix. or, (i = 1,..,n). Find the least .... G) Let u be a set of ohservations on the indenendent random variablee V

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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