Thread: Exercise 3.4
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Old 08-03-2015, 02:33 AM
yongxien yongxien is offline
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Join Date: Jun 2015
Posts: 8
Default Re: Exercise 3.4

Why the last statement is 0? I don't quite understand. Does the mean being zero imply E(e_i) and E(e_j) = 0? I find it weird if that is the case. Because that will mean E(e_i) = 0 but E(e_i^2) = \sigma^2. I understand E(e_i^2) = \sigma^2 from statistics but not the first part.

If it is not the case, then what is the reason for the last statement to be 0?
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