Hello,
Can anyone please solve and explain any of the following problems from Monahan textbook (A primer on linear models). I have attached pictures as well.
8.1. Find the probability that the ANOVA estimator ˆσ 2 a from (8.11) is negative when ni = n = 5 and a = 3, with σ 2 a /σ 2 ranging from 1/10 to 2.
8.6. (Neyman and Scott [33]) Let Yi j iid N(μi , σ 2 ), j = 1, . . . , n (balanced) and i = 1, . . . , k. Find the MLEs for μi and σ 2 . What is their behavior (mean, variance) when n is ﬁxed and k → ∞? 8.7.
Can anyone please solve and explain any of the following problems from Monahan textbook (A primer on linear models). I have attached pictures as well.
8.1. Find the probability that the ANOVA estimator ˆσ 2 a from (8.11) is negative when ni = n = 5 and a = 3, with σ 2 a /σ 2 ranging from 1/10 to 2.
8.6. (Neyman and Scott [33]) Let Yi j iid N(μi , σ 2 ), j = 1, . . . , n (balanced) and i = 1, . . . , k. Find the MLEs for μi and σ 2 . What is their behavior (mean, variance) when n is ﬁxed and k → ∞? 8.7.
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