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Lecture
Distribution Theory of Least Squares
Description
This lecture covers the distribution theory of least squares estimators in the context of a Gaussian linear model. It explains the derivation of estimators, their distribution, and their applications in building confidence intervals, testing hypotheses, and comparing estimators. The lecture also discusses the joint distribution of least squares estimators, proofs of theorems, and corollaries related to the sufficiency and bias of estimators.
Official source
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