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The variance-co-variance matrix for the vector y-bar

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For a constant matrix A and a Random vector z, E(Az)=AE(z), var (Az)=A var(z) AT under the Gauss-Markov conditions, determine the mean vector and the variance-co-variance matrix for the vector y-bar?( in terms of X, β, σ2)

Reference no: EM13666665

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