5.15 A general class of models containing linear models of Types I and II, and mixed models...
Question:
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)
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
Question Posted: