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Equations (2.2) - (2.4) as

below.


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1. Let w1 = (w], . .., wh), X], X2 and w2 = (w}, . .., w2), 1, ? be two
minimum variance solutions, with means and / respectively, that
is, they both satisfy equations (2.2)-(2.4), show that for any -oo <
a < oo, aw1+ (1 - o)w2 also satisfies equations (2.2)-(2.4). That is,
it is also a minimum variance solution.

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