Suppose U and V are independent; U is N (0, 2) and V is N (0,
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Suppose U and V are independent; U is N (0, σ2) and V is N (0, τ 2), where σ2 and τ 2 are parameters. However, U and V are not observable.
Only U +V is observable. Is σ2 +τ 2 identifiable? How about σ2? τ 2?
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