xiezhg5的博客

题目：对一元线性回归模型Yi=β0+β1Xi+μiY_{i}=\beta_{0}+\beta_{1}X_{i}+\mu_{i}Yi​=β0​+β1​Xi​+μi​，试证明Cov(β0^,β1^)=−σ2X‾∑xi2Cov(\widehat{\beta_{0}},\widehat{\beta_{1}})=-\frac{\sigma^2\overline{X}}{\sum{x^2_{i}}}Cov(β0​​,β1​​)=−∑xi2​σ2X​证明：在给定XXX的样本条件下Cov(β0^,β1^)=E[(β0^−