Let X I Where 1 Is A Vector Of Ones And I Is An Identity Matrix 2841043

3. (a) (6 points) Let X I), where 1 is a vector of ones, and I is an identity-matrix. Consder the statistic aT X , where a = (al, a2, an)T are known con-stants such that Eriia = = 0. Show that X and aT X are independent. Note that X = (Ei_i Xi)/n.

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