Use the definition of mean squared error in equation 13.4 to show that MSE is the variance of the estimator plus the square of the bias. Use the variance of linear functions and = L −1 W’Y to show...

Use the definition of mean squared error in equation 13.4 to show that MSE is the variance of the estimator plus the square of the bias.

Use the variance of linear functions and
= L⁻¹W’Y to show that Var() = L⁻¹σ², equation 13.30.