Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the Gauss-Markov theorem, named after Carl Friedrich Gauss and Andrey Markov, states that in a linear regression model in which the errors have expectation zero and are uncorrelated and have equal variances, the best linear unbiased estimator of the coefficients is given by the ordinary least squares estimator. The errors need not be normal, nor independent and identically distributed.

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