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PDF-where21and22arethevariancesofw1iandw2i,respectively.Then,Oster’ PDF document

22122A2andiw2iw1iw2iw1i1w2i22 22122w1i221 22122w2iItturnsoutthatiimplicitlyde133nedinA1andthegivenbyA2satisfyCovxii0andCovsii0Hencethesetwoe

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where21and22arethevariancesofw1iandw2i,respectively.Then,Oster’: Transcript

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