[問題] 一題數統題目
看板Statistics作者cuttlefish (無聊ing ><^> .o O)時間18年前 (2007/06/21 23:36)推噓1(1推 0噓 0→)留言1則, 1人參與討論串1/2 (看更多)
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
我要問的是(2)小題該怎麼解 謝謝回答^^
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 140.112.250.23
推
06/22 14:15, , 1F
06/22 14:15, 1F
討論串 (同標題文章)
完整討論串 (本文為第 1 之 2 篇):
問題
1
1