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Keywords:
bivariate normal distribution; regression coefficient
Summary:
Two estimates of the regression coefficient in bivariate normal distribution are considered: the usual one based on a sample and a new one making use of additional observations of one of the variables. They are compared with respect to variance. The same is done for two regression lines. The conclusion is that the additional observations are worth using only when the sample is very small.
References:
[1] H. Cramer: Mathematical Methods of Statistics. Princ. Univ. Press, Princeton, 1966. MR 1816288
[2] N. L. Johnson, S. Kotz: Continuous Univariate Distributions–2. Houghton Mifflin Company, Boston, 1970.
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