26. Generalize both parts of the preceding problem to the two-group case in which Xm (A = 1, . . . , nl) and Xm (p - 1, . .. , n2) are nl + n2 independent vectors, each having an ab-variate normal distribution with covariance matri and with means given by 493 E( ..¥1 Jl ) = II. + a(l) + fJ(l) AI] r-I I ]' a(1) = a(2) = 0 i..J, i.J , , and where the hypothesis being tested is E( X(2l) = II. + a(2l + fJ(2) JI'l r-2 I J ' LfJP> = LfJPl = 0, H: ap) = . . . = a~\) = aFl = . .. = a~2) = O.