Suppose that(Xi, Yi), i = 1,...,n, form a random sample of
Chapter 11, Problem 2(choose chapter or problem)
Suppose that(Xi, Yi), i = 1,...,n, form a random sample of size n from the bivariate normal distribution with means 1 and 2, variances 2 1 and 2 2 , and correlation , and let i, 2 i , and denote their M.L.E.s Also, let 2 denote the M.L.E. of 2 in the regression of Y on X. Show that 2 = 2/1. Hint: See Exercise 24 of Sec. 7.6
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