let X1, X2, X3 be random variables that are defined as X1 = θ + ε1...

let X1, X2, X3 be random variables that are defined as

X1 = θ + ε1

X2 = 2θ + ε2

X3 = 3θ + ε3

ε1, ε2, ε3 are independent and the mean and variance are the following random variable

E(ε1) = E(ε2) = E(ε3) = 0

Var(ε1) = 4

Var(ε2) = 6

Var(ε3) = 8

What is the Best Linear Unbiased Estimator(BLUE) when estimating parameter θ from the three samples X1, X2, X3

Expert Solution

orchestra answered 2 years ago

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