送交者: wasqaz 于 2009-05-30, 16:49:37:
回答: Gauss-Markov定理并不要求误差为高斯分布。 由 wasguru 于 2009-05-30, 16:35:33:
你看一下the errors have expectation zero and are uncorrelated and have equal variances， 是不是等价于高斯分布？
In a linear model in which the errors have expectation zero and are uncorrelated and have equal variances, a best linear unbiased estimator (BLUE) of the coefficients is given by the least-squares estimator.