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Given if are the least-squares estimators for the intercept and slope in a simple linear regression model, to show that the least-squares equation always goes through the point.. Let the simple linear regression model with probabilistic model is,, Where possesses some probability distribution with.. If are the least-squares estimators of the parameters, then is clearly an estimator of Since the publication of my book Mathematical Statistics (Shao, 2003), I have been asked many times for a solution manual to the exercises in my book. Without doubt, exercises form an important part of a textbook on mathematical statistics, not only in training students for their research ability...

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