Question: Suppose that {Y ij } are independent Poisson variates with means { ij }. Show that P(Y ij = n ij ) for all i,

Suppose that {Y_ij} are independent Poisson variates with means {µ_ij}. Show that P(Y_ij = n_ij) for all i, j, conditional on {Y_i+ = n_i}, satisfy independent multinomial sampling [i.e., the product of (2.2) for all i] within the rows.

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