| ACUUPP EEL EE LDIEEL EL ELESE LE LS SSR ELE EEE LD DIY 409% Eeonometoias 19. 09,2023 E (wi) =0, vor (u) = E Cu ~ Boul = E(u?) aot aov (v4) = EL Jus - BC) y Fj - BODE] = & Gy) =0 | eid cov -0 2A uncowreladed . Bul ant nowmal disbelloudion 2" orga mma ase independent « Meee The dlassical woomal linear secgnesston model ip) assure that cach vy ts ronal dicnibdd ean 0 ancl venience ot Spmbsleadty, wy ~ NO ot) wal distibution with a mean of) ond Cen with m ut follows 7° 2 vantance oot.un nso (0, eo) -> Novmelly? Fndepen- He, ai pn hie deny: Disibubed ‘emboal Lint Theory” t; aa ddteibublon nowmal @a? ‘ \- anumber As the number af obseovedions, alleoncbvel = od Veotablec, Imeneases,, the distribution tends to srirerernyayyy ‘ BI become romrmal. Gat uj; Ga war Oe vosatables iti ~ Ord wy Ga distsibidion nommal Assume Wal “RY | Prepentics ab the Least Squares Extimalore ustleo tHe Nowmal 7? Assumption 1. Unbiased 2. Minimum vosolance. 3. Consistency 4. LSts pe Vinca duaclon ad uy PUCEUTEUEETEEETHL EI LEC ECECeeeyLe As B and fi, ane Vince speloded with wi and wf has oO nonmal dishnibulion, B and Pe ompe- also romenalhy) distributed. YP ug ECA) = Be var (A) = ot eat A 22 ‘ ECA) +B. wan (p)> 2 ot 2H mn Ex, xX-~N Ce, 2) => x dollows a -noemal dichn' bution vorth meon , a v and vor af ot $06) Pep E(B) =p, B Sam _xX-# = % ft ee a 2 es o a fm 2AN (0 ) o8) & 1 20N (0,1) Bown QQ, % ) B. olor a rermal disbsibudion wrth mean B, aod Vvert'ance x me "Ch, of) Pe sollacs _newmel dished with ‘mec B, and \ Veslanee gt 6 @B @-2) 2 yt ane 2 > Chi- squares b) ane ine pende ably distetbuled af 32 CER EEETEI eee ree Peer eee ere erate eee EE HA AMAR |AVUAAEDEDE SEER EES EES PEERLESS EP ee eeere ee Yi = Bot Bax: tuy Ui ~ NrO Co. 6) > Find te ditabution af y, E Cy) = Bt Bx vor (Yi) = ot Yow uty C Bit Pex , 6?) Mussimuan Lilebhood Estate (MLe) Bay pa x20) y eater “ Soanple-t Ky Xp, vy L (p= ft 4G)- $00) 4G oI) Livelihood Funolion = pg, pai, preg = ph ete PD Cz) 404 G1 =t9) Z p2* 4 20-2)A Nog ea Tabing? leg on both sides , : lay LCP) = lo po + le g FOr) ex lear + 20-xi) leg 4 Ci-P) d leg? LCp) — OL ” Lite dp pt el) Gy =o > Ee. 2U-x) P cme) > + - flex Ez \-P Appendix A » NEO eee Me PP ios Likethord fanely, 5 Ve Surchl 10%) Y@). rere x>0 . tthe, $4) >> > density torachion fey By J Ye poromelen , PSUCCCELEEHTTHL ILE CLO CeceerryiipeeerereaaaaaSUVUUUUUUUU LULU ISU V YL UU EU ET ets sod de blll iid LO 2404) 2%)... $s) ee ye yee es ee HAM) te FEA) me LR eG ate +70) MP eA E21 z log LO) = leg O" 2%) “ap: a -\ Ext = log A + lye ee 7 (8x) enlpa - dex ey d lyl® 4 —m = y- ex =0 an ae Homework = ye 9G)-Le™ Pind Yee mr ef pL onl oe don e_nonmal atalei balisn= M9: Ecooomdeies 25.07.20 FG). Hx), $4)... Pen) = [Let\ fide } beM)(ge4).. Geb) = (Gf eth baiereby) 7 (ge “POH bo 49) “(ye te Log’ L(g) = 17 k a ) Lag G) + laze ** 2G -K)=0 => Eu - up =0 7 Ops Ex s ex / mtr a MLE = Meaxtanem Lileetthood Cabin 4 A -=z [poe se - (og Ec >) a. 2 2 age 7 seHe € (- B) Setting? tis denivelive to ze, oe ee Tee ree Theredome, bre MLE a + etn p)* = ob pond ot ane ot aye pez wy pte € ca id he eca-f)* ae Dogts Baik we be . SRECCUUCUUTTT TATU TUL GEE nY= Ro + Bx THe uN (0. 0) E Cyn) = Bit Pex + :) sachin ) xi +E (ui) Yi is a linens come = Pit Bem ah ws SIFISIIIIN ver (Yi) = var (Pr + Bx +s) tance = 0 +0+ van (uy) | ae quadnalic dundion is a squore! = ot Ym N Ch + mm, ot) fH ¥y Density? Fnchen of Yi, se x $C (os 0.rd) PO) = Tan ¢ - SL B+ HH LOC ) eyo Find the mug 4A.| Unbiased 26r pogo unbiased ? Ovesestim ate mid Underestim ate 2 RECCELEEEELELELE LED ESS!