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| Subject:
Unbiased Estimator
Category: Science > Math Asked by: chanchai-ga List Price: $8.00 |
Posted:
18 Mar 2004 07:30 PST
Expires: 19 Mar 2004 07:19 PST Question ID: 317945 |
Let (x1,Y1), (x2,Y2),...,(xn,Yn) satisfy
Yi = beta_0 + beta_1*xi+ei , i = 1,...,n,
where e1,e2,...,en ~ N(0,sigma^2). Show that S^2 is unbiased estimator
of sigma^2, where
S^2 = 1/(n-2)Sum(Yi-beta^_0-beta^_1*xi)^2
and beta^_0 and beta^_1 are the least-square estimators of beta_0 and
beta_1, respectively. |
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