Under the linear model assumption, let there be two random vectors that will be the estimators of B: B B Also, assume that .cov(ß) < cov(ß) a. Prove that the following expressions are equivalent to one another: Vw e RP, Var(w") < V ar(w"3) b. Prove that the following matrix is positive semi-definite: cov(ß) – cov(B)

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A: As per our bartleby guidelines we can do only three subparts and rest part can be reposted.

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