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Q112Section C (Part C)112 of 120

Sufficiency and ancillarity — a regression with one parameter

Let X1,X2,…,XnX_1,X_2,…,X_n (n>5)(n>5) be independent random variables such that Xt=α+α2t+ϵtX_t=\alpha+\alpha^2t+\epsilon_t, for t=1,…,nt=1,…,n, where ϵ1,ϵ2,…,ϵn\epsilon_1,\epsilon_2,…,\epsilon_n are independent and identically distributed N(0,σ2)N(0,\sigma^2) random variables. Here α∈R\alpha\in\mathbb{R} and σ>0\sigma>0 are unknown parameters. Which of the following statements are true?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Options

Select every correct option, then submit.