推 dick0631:好熟悉的題目哦~好像是昨天才看到的 06/22 14:15
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^^
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