Normal Sampling Distribution Proof: B=(XX)XY=B°+(XX)Xu =B°+Cu=B+∑Ca4, By assumption A6,we have N(,2) and u,4,u..is mutually independent, thus we have B-B°1X0N(0,o2(XX)） Econometrics 15-Zhuxi@SJTU 8Econometrics 15 - Zhuxi@SJTU 8 Normal Sampling Distribution           1 1 0 0 0 2 1 2 3 1 0 2 Proof: ˆ . By assumption A6, we have | 0, , and , , ... is mutually independent, thus we have ˆ | 0, . ki i i i X X X Y X X X u C u C u u X N u u u X N X X b b b b s b b s                  