 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2026/ib/paper-1/17h/i/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

With

P_{0} = X_{0} (X_{0}^{T} X_{0})^{- 1} X_{0}^{T}

\hat{β}_{0} = (X_{0}^{T} X_{0})^{- 1} X_{0}^{T} Y

and

\overset{σ}{^}^{2} = ∥ (I - P_{0}) Y ∥^{2} / n

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