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Q168Section III (Statistics)168 of 180

BLUE of β2\beta_2 from three uncorrelated, homoscedastic linear combinations

Consider the model E(Y1)=β1+β2,E(Y2)=β1−β2, E(Y3)=β1+2β2E(Y_1)=\beta_1+\beta_2, E(Y_2)=\beta_1-\beta_2,\ E(Y_3)=\beta_1+2\beta_2 with the assumption that YiY_i's are uncorrelated and var⁡(Yi)=σ2\var(Y_i)=\sigma^2 for all i=1,2,3i=1,2,3. Then the best linear unbiased estimator of β2\beta_2 is:

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