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4. , XnER, let Eo,E1,..,Enbe independent normally distributed random Let Xo, X1, variables with common mean 0 and common variance σ2, and suppose Let a, b and σ2 be the maximum likelihood estimators of b,a and σ2 Note that these expressions involve only the training data(X1, Y the test data(xo. Yo) ,(xn%,). They omit The training error of our regression model is While its teat prediction) error is We know that In this exercise, we prove MSE (1+1+grt*)e* Note that MSEtrain S MSEtest As one would expect. a. Show that Where dand b. Prove that b and â are unbiased estimators of b and a. respectively. (Hint: use 5a.)

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