Suppose that the random variable Y1,...,Yn satisfy Yi = ?xi + ?i i=1,...,n. where the set...

Suppose that the random variable Y₁,...,Y_n satisfy Y_i = ?x_{i +} ?_i i=1,...,n. where the set of x_i are fixed constants and ?_i are iid random variables following a normal distributions of mean zero and variance ?^2.

?_a (with a hat on it) = ?_i=1ⁿY_i x_i/ ?_i=1ⁿx²_i is unbiased estimator for ?.

The variance is ?_a (with a hat on it) = ?²/ ?_i=1ⁿx²_i . What is the distribation of this variance?

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orchestra answered 1 year ago

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