4. Consider the Normal regression problem: Y,- N(a + Br, o) where a, 3. are unknown.Recall the following:a = Y- 37S =SY =En - F)(Y - Y).Show that S,y E,(r, - 2)Y-Show that Cov(Y, Y) = for all i.Use part a and b and linearity of Covariance to show that Cov(8, Y) = 0.Show that Var(3) =) „how that Cov(a, B) = - (Hint: part a , b and d may be useful in thiscauculation).

According to our guidelines we are solving only first three sub-parts of a question and the rest…

Answered: Sax Show that S,y = E(, -2)Y, Show that…

Sax Show that S,y = E(, -2)Y, Show that Cov(Y,F) = for all i. Use part a and b and linearity of Covariance to show that Cov(3, Y) =0.

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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Question

4. Consider the Normal regression problem: Y,- N(a + Br, o) where a, 3. are unknown.
Recall the following:
a = Y- 37
S =
SY =
En - F)(Y - Y).
Show that S,y E,(r, - 2)Y-
Show that Cov(Y, Y) = for all i.
Use part a and b and linearity of Covariance to show that Cov(8, Y) = 0.
Show that Var(3) =
) „how that Cov(a, B) = - (Hint: part a , b and d may be useful in this
cauculation).

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