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, ,

,

= α + β

= α + β + ε

ε

α β

= α + β + ε

α β

α β

α β

αˆ

ˆ

β

ˆ

εˆ ˆ

εˆ + εˆ + εˆ + εˆ + εˆ + ··· + εˆ

= εˆ

εˆ

ˆ

= (

ˆ )

= εˆ

α β

α β

α β

α

β

αˆ

ˆ

β

= + εˆ

ˆ

ˆ

= αˆ + β + εˆ

=

=

ˆ

( αˆ β )

αˆ

∂αˆ

=

=

ˆ

( αˆ β ) =

 ˆ β

ˆ

∂ β

=

=

ˆ

( αˆ β ) =

/∂αˆ

ˆ

=

/∂ β =

αˆ

ˆ

αˆ β

=

β

ˆ

=

¯

=

=

¯

ˆ

¯ αˆ β =

¯

⇐⇒

ˆ

αˆ = β ¯

¯

ˆ

αˆ β

¯

¯

(

¯ β ¯) β

ˆ

¯

ˆ

=

ˆ

β

(

¯ β ¯) β

ˆ

¯

ˆ

=

¯

¯ + β β

ˆ

¯

ˆ

=

β ˆ =

¯

¯

¯

¯

¯

= ( ) ¯

=

 ˆ β [ ( )] = ( , )
 ˆ β = ( , )/ ( )

( , )

( ) = P ( ¯) = P (

¯ + ¯ ) = P

¯ P + ¯ =

P

¯ ¯ + ¯ = P ¯ ( , ) = P [( ¯)( ¯)] =

P [ ¯ ¯ + ¯ ¯] = P ¯ ¯ ¯ ¯ + ¯ ¯ = P ¯ ¯

= α + β + ε

ˆ

β

= ( , )

( )

ˆ

¯

αˆ = β

¯

= α + β + ε

ˆ

ˆ = αˆ + β

ˆ

ˆ

β

ˆ

β

ˆ

αˆ

αˆ

( | )

ˆ

= α + β + ε

( | ) = (α + β + ε| ) = α + β + (ε| )

(ε| ) =

( | ) = α + β

ˆ

( | ) = αˆ + β = ˆ

= α + β + ε

( | ) = α + β

 ˆ ˆ ˆ = αˆ + β ⇔ ( | ) = αˆ + β

ˆ

ˆ

β

⇐⇒

ˆ

β

 ˆ β

αˆ

ˆ

αˆ

⇐⇒

αˆ

ˆ

ˆ = . + .

β

αˆ

ˆ = . + .

ˆ

β

αˆ

= α + β + ε

= α + β + ε

α β

αˆ

ˆ

= αˆ + β + εˆ

ˆ

β α β

ˆ

α β

αˆ

β

ˆ

α β

αˆ

β

= α + β + ε

ε

(ε ) = σ (ε , ε ) = (ε , ) =

(ε ) =

ˆ

αˆ

β

ˆ

αˆ α β

αˆ β

β

ˆ

β α

| β β | > δ =

ˆ

δ >

ˆ

β = β

ˆ

β β

ˆ

αˆ

β

ˆ

β β

= α + β + ε

ε ( , σ )

ˆ

β

= ( , )

( )

σ β = σ

ˆ

( )

ˆ

αˆ = β ¯

¯

σ

αˆ = σ

( )

σ

σ = (ε) = (ε (ε)) = ε

ε

σˆ =

εˆ

=

σˆ =

εˆ

=

εˆ ε

= α + β + ε

ε ( , σ )

β ˆ = ( , )

( )

σˆ β = σˆ

ˆ

( )

ˆ
αˆ =
¯
− β ¯
σˆ αˆ = σˆ
( )

σˆ β = σˆ

ˆ

(

)

σˆ αˆ = σˆ

( )

( )

σˆ

( )

σˆ

= α + β + ε

ˆ = . +

(

. )

.

( . )

= . +

(

. )

(

. ) + εˆ

.