Chapter 4 Finite-Sample properties of the LSE Finnite-sample the n is assumed to be fixed normal dist n assumed Large-sample theory n is sent to oo, general distn assumed
Review Conditional pdf Let(Y1,., YN) have joint pdf f(31,.. JN). Let f(3J+1, .. yN)be the marginal pdf of(y+1,……,YN). The conditional pdf of y1,…, Y, given y+1,…, YN is defined by