作者cuttlefish (无聊ing ><^> .o O)
看板Statistics
标题[问题] 一题数统题目
时间Thu Jun 21 23:36:05 2007
Y1=a1+a2 +e1
Y2=2*a1+e2
Y3=-a1+a2+e3
where e1,e2,e3 independent N(0,d^2)
(1) derive the least squares estimates of a1 and a2 which will be de noted by
a1^ and a2^ (a1^ 表 a1 hat)
(2) determine the distribution of (a1^ - a2^ )^2 when a1=2*a2
我要问的是(2)小题该怎麽解 谢谢回答^^
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1F：推 dick0631:好熟悉的题目哦~好像是昨天才看到的 06/22 14:15