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Let X and Y be random variables with respective means ux and uy, respective variances , and correlation coefficient, p. Fit the line y = a + bx by the method of least squares to the probability distribution by minimizing the expectation K(a,b) = E [ ( Y - a - bX)2 ] with respect to a and b.
HINT: Consider that the partial of K with respect to a and the partial of K with respect to b both equal 0 and solve simultaneously.
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