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For the simple linear model Y = a + BX + €, where the error variable e ~ independent of X, use the law of total variance to show that N(0, o²) is Var(Y) = B²Var(X)+o².

For the simple linear model Y = a + BX + €, where the error variable e ~ independent of X, use the law of total variance to show that N(0, o²) is Var(Y) = B²Var(X)+o².

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter3: Functions And Graphs
Section3.3: Lines
Problem 76E
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N(0, o?) is For the simple linear model Y = a + BX + €, where the error variable e ~ independent of X, use the law of total variance to show that Var(Y) = 3² Var(X)+o².
Transcribed Image Text:N(0, o?) is For the simple linear model Y = a + BX + €, where the error variable e ~ independent of X, use the law of total variance to show that Var(Y) = 3² Var(X)+o².
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