Variance of Least Estimator ,

Square b,

using matrices
.

Y =
XB + E .

Var
(1) = 02E ,
(where I : Indexmatix

var
(Y) XI (we know
of uxn dimension
S
this]
=
.

Now
,
b= (xx)"x'Y .

Following this
rule-
var
(b) = var
[(xx) "(xY]
(Ax)
Yar
-
var

cut const E Y
const random .

=
~
Avar() Al

(x (x) " x (4) [(X(x) x 1]'

*
: van
(b) = van

-
xy (x)((X x)")' GAB=BA I

((x(x) "
"
=

He (x) = X .

- Symmetinmatixb a
 Ho : = 2

H : +2
.

=
t

(020) Bo

(
=
2
Bi -

B
N tn-p -1

20)(xx)
J
* -
&
(10 degree of
O freedom -

region
critical
- critical region
.

-4/2 2 +
a/2
-

Reject to If It 17 ty , n-p-1
-