Question 2: For 3 = (XTX)-¹)XTY complete the following: a. Explain the difference between 3 and 3. b. Show that conditional on X, 3~ N₂(³, o²(X™X)-¹). c. Note that SSE/0² ~ X-p and SSE/o² is independent of 3. Let a; be the jth entry B₁-B₂ of the diagonal of (XX)-¹. Conclude that sty √a,MSE Assume that Y|X~ N₂(XB, 0²1) where 3 has dimension p x 1.

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A: We have  to simplify

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A: Given information: 3cos80∘4

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A: Please see the below picture for detailed solution.

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A: This is a vector problem

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A: Since you have asked multiple questions in single request  so we  will be answering only first…