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Unformatted text preview: ^ & = & + & u ± & x & ^ & 1 ± & 1 ± & Use the following facts: & V ar ( ax + by ) = a 2 V ar ( x ) + b 2 V ar ( y ) if Cov ( x; y ) = 0 & The variance of constant is zero & Need to derive the variance of ^ & 1 &rst by using the result of (i) 1 (v) & Start with the outcome of (iv) & Use the fact that P n j =1 ( x j ± & x ) 2 n = 1 n n X i =1 x 2 i ± (& x ) 2 2...
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This note was uploaded on 10/05/2009 for the course DEPARTMENT Eco375 taught by Professor Suzuki during the Spring '09 term at University of Toronto Toronto.
 Spring '09
 Suzuki

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