摘要
给定正态最小二乘线性模型Y=Xβ+ε,E(ε)=0、E(εε’)=σ~2V,V满秩,在线性不等约束条件下,本文证明了带不等约束最小二乘估计服从正态分布。
with given normal least squares linear model Y=Xβ+ε,E(ε) = 0, E(εε') =σ^(-2)V, and full rank V is known. Under the condition ofinequality linear restrictions, this paper proved that the least squares estimationβ_H with inequality restrictions is subordinate to normal distribution.
