Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 223455

The expected value of a random variable is a weighted average of all possible values a random variable can take on, with the weights equal to the probability of taking on that value.

0 votes
1 answer
720 views

Expected value of squared least squares estimator

I am trying to prove $E(\hat{\beta} '\hat{\beta}) = \beta'\beta+\sigma^2 *\sum_{k=1}^K\lambda_k^{-1}$ where $\lambda_k$ denotes the eigenvalues of the matrix $(X'X)$ with dimensions $K\times K$. $\ha …
cabeer's user avatar
  • 3