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Estimation: chapter 4
Linear Models
Natasha Devroye
devroye@ece.uic.edu
http://www.ece.uic.edu/~devroye
Spring 2010
1
MVUE and linear models
2
Examples
3
Examples
4
Examples
5
MVUE for the linear model
6
Examples
7
Examples
8
Examples
9
General linear model
Re-do the derivation
Key idea: whiten the observations,
then apply previous results
10
MVUE for general linear model
11
Examples
12

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