Machine Learning, Signal Processing, Bayesian Statistics, Editors Pick, Getting Started.
independent, then the covariance between them is zero and so is the estimate of a₁ and the problem is changed to estimating a random variable with a constant (a₂). The above results justify this since the estimate of a₂ = E[Y] and E[ϵ²] = var(Y) (Same results as estimating a random variable with a