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  1. askazy

    Regression model with normal error

    In a small-scale regression study, five observations on Y were obtained corresponding to X = 1,4,10, 11, and 14. Assume that \sigma=0.6,B_0=5,B_1=3 a. What are the expected values off MSR and MSE here? b. For derermining whether or not a regression relation exists, would it have been better or...
  2. askazy

    Conditional density, bivariate normal

    Let Z=X+Y where X \sim N(\mu,\sigma^2) and Y \sim N(0,1) are independent. What is the conditional density of X given Z, f_{X|Z}(x|z)? I already found that f_{X,Z}(x,z)=\frac{1}{2\pi\sigma}e^{-\frac{1}{2\sigma^2}[(x-\mu)^2+\sigma^2(x-z)^2]} is bivariate normal and Z \sim N(\mu,\sigma^2+1)...