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4 20 pt Simple linear regression is considered in a data .pdf

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4. [20 pt] Simple linear regression is considered in a data analysis. (a) [10pt] The least square estimator can be expressed as a linear combination of responses Y1,,Yn, i.e. ^1=sxxsxy=i=1nciYi. Derive the distribution of ^1 when 2 is known. (b) [10pt] Derive the sampling distribution of ^1 when 2 is unknown..

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4. [20 pt] Simple linear regression is considered in a data analysis. (a) [10pt] The least square estimator can be expressed as a linear combination of responses Y1,,Yn, i.e. ^1=sxxsxy=i=1nciYi. Derive the distribution of ^1 when 2 is known. (b) [10pt] Derive the sampling distribution of ^1 when 2 is unknown.

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