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Mathematical Statistics help?

  • 20-05-2009 12:18pm
    #1
    qwertykeyboards
    Closed Accounts Posts: 48 ✭


    Hey, im having trouble studying for an upcoming exam...

    the attached question is coming up a lot recently and haven't got a solution for it anywhere. If anyone could help me out it would be great.

    thanks.


Comments

  • #2
    Thomas_S_Hunterson
    Closed Accounts Posts: 6,151 ✭✭✭Thomas_S_Hunterson


    The least squares estimate corresponds with the MLE since the errors are normally distributed.

    That Applied Linear Statistical Models book I mentioned to you before should go through the derivation IIRC.

    /edit: Just checked, chapter 1 is what you want


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