.21. (Sec. 7.6) Prove (without the use of Problem 7.20) that if I = I, then 'Ip'...

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.21. (Sec. 7.6) Prove (without the use of Problem 7.20) that if I = I, then

'Ip"'" 'p-l, P are independently distributed. [Hint: 'jp = ajp/(,;a;; ,;a;;). Prove that the pairs (alp' all)' ... ,(ap-l,p, ap-l. p _ l ) are independent when

(Zip"", z"p) are fixed, and note from Section 4.2.1 that the marginal distribution of 'jp, conditional on zap' does not depend on zap']

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