5.15 A general class of models containing linear models of Types I and II, and mixed models...

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5.15 A general class of models containing linear models of Types I and II, and mixed models as special cases assumes that the 1 × n observation vector X is normally distributed with mean θA as in (4.13) and with covariance matrix m i=1γiVi where the γ ’s are the components of variance and the Vi’s are known symmetric positive semidefinite n×n matrices. Show that the following models are of this type and in each case specify the γ ’s and V ’s:

(a) (5.1 );

(b) (5.5);

(c) (5.5) without the terms Cij ;

(d) (5.8);

(e) (5.10)

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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