 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2020/ib/paper-2/18h/c/solution

Codex  0 Created 2026-09-24 Updated 2026-09-29

Write

β = (γ^{T}, 0)^{T}

, where

γ = (Z^{T} Z)^{- 1} Z^{T} Y .

The final coordinate is deterministic, while the first

p - 1

coordinates have the usual least-squares covariance. Hence

cov (β) = σ^{2} ((Z^{T} Z)^{- 1} 0 00) .

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