R Example 17-9. If T, and T2 be two unbiased estimators of y(0) with variances 0,², 0,2 and correlation p, what is the best unbiased linear combination of T1 and T2 and what is the variance of such a combination ?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 29E
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Example 17-9. If T, and T2 be two unbiased estimators of y(0) with variances o,², 0,²
and correlation p, what is the best unbiased linear combination of T1 and T2 and what is the
variance of such a combination ?
Transcribed Image Text:Example 17-9. If T, and T2 be two unbiased estimators of y(0) with variances o,², 0,² and correlation p, what is the best unbiased linear combination of T1 and T2 and what is the variance of such a combination ?
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