\dots, e_3\)</span> are independent and <span class="math inline">\(N(0,v^2)\)</span> distributed. Let <span class="math inline">\(e=(e_0, \dots, e_3)\)</span> and <span class="math inline">\(x=(x_0, \dots x_3)\)</span>. Hence <span class="math inline">\(e \sim N(0, v^2 I)\)</span>. Isolating error terms gives <span class="math display">\[
e= \left[\begin{matrix}e_{0}\\e_{1}\\e_{2}\\e_{3}\end{matrix}\right] = \left[\begin{matrix}1 &amp; 0 &amp; 0 &amp; 0\\- a &amp; 1 &amp; 0 &amp; 0\\0 &amp; - a &amp; 1 &am