Let Y = (Y1, Y2, ..., Yn)' and Y ~ N(u, oʻI). Show that the sample mean 7 is independent of the vector of the deviations
Posted: Wed May 11, 2022 8:19 pm
Let Y = (Y1, Y2, ..., Yn)' and Y ~ N(u, oʻI). Show that the sample mean 7 is independent of the vector of the deviations (Y1 – 7,Y2 – 7,..., Yn - Y) and therefore 7 is independent of s>, where sº is the sample variance of Yı, Y2, ..., Yn.