What conditions does a linear estimator a₁x₁ + a₂x₂ + ... + aₙxₙ need to be unbiased? | Solved exercise with proof
Prove that the condition for an estimator of the form â₁x₁ + â₂x₂ + ... + âₙxₙ to be unbiased is that the sum of coefficients equals 1. Complete exercise with solution and detailed explanation.