4.48. Missing observations. Let X = (Y' Z')', where Y has p components and Z has q components, be distributed according to N(Il-, l:), where

Let M observations be made on X, and N - M additional observations be made on Y. Find the maximum likelihood estimates of Il- and l:. [Anderson (1957).]
[Hint: Express the likelihood function in terms of the marginal density of Yand the conditional density of Z given Y.]

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