1. AT&2. T Bell Laboratories , Holmdel , NJ , 07733 , USA;3. Department of Statistics , Rutgers University , New Brunswick , NJ , USA
Abstract:
Two examples are given that illustrate the Gauss–Markov theorem. The examples will help students appreciate the use of the word best in connection with the term BLUE (best linear unbiased estimator). The examples will also provide several instructive exercises.