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Write $v={\sigma }_{\mathrm{int}}^2$, $r_s={\sigma }_{m,s}^2$ and $d_s=\mu (z_s;H_0,w,{\Omega }_M)$. The latent absolute magnitude and measurement error are independent normal variables, so their convolution is normal. After integrating out the individual intrinsic magnitudes, each apparent magnitude has distributionConsequently the likelihood function for the independent sample isThis is the marginal observational likelihood of a hierarchical Bayesian model, not the likelihood conditional on each unknown intrinsic magnitude. The individual errors remain heteroscedastic through their known $r_s$.

Write the linear mean model asThe errors are independent but heteroscedastic. Minimizing the unweighted residual sum of squaresgives the normal equationThus, provided ${\sum }_i{x}_i^2>0$,Since $\mathbb{E}{Y}_i=\theta x_i$,Hence it is an unbiased estimator. This is the least-squares part of the estimators for a Poisson exposure model.

Under $H_1$, the slope in this through-origin linear regression is $1$. Its observed Wald statistic isThe corresponding two-sided p-value is about $0.07$, so the fit does not give evidence against $H_1$ at the $5\%$ significance level.

The usual least-squares standard error assumes constant conditional variance. Goal counts are counts, and under the natural Poisson distribution model their variance equals their mean $x_i$, so observations with different expected goals are heteroscedastic. The reported homoscedastic standard error is therefore doubtful; a heteroscedasticity-robust calculation or a suitable count model would be more credible.