Hello,

let Y = a + bX + u where
x->Norm(mu_x,sigma2_x) and
u->Norm(0,sigma2_u)
and a, b constant.
N is the number of observations.

what is the estimator of 
toto := a/sqrt(sigma2_u)

and do we have an estimation in terms of N of the statistic
std(estimator of toto)

Thank you very much.
.
.
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