Problem 8. Which of the following parametrizations are identifiable? (Prove or disprove.) (a). X1,..., X, are independen

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Problem 8 Which Of The Following Parametrizations Are Identifiable Prove Or Disprove A X1 X Are Independen 1 (29.26 KiB) Viewed 122 times

Problem 8. Which of the following parametrizations are identifiable? (Prove or disprove.) (a). X1,..., X, are independent with X, N (a; +v, 04) 8 = (01,02, ... , Op, v, ) 1) and Po is the distribution of X = (X1,...,x) (b). Same as (a) with a = (a1...., ap) restricted to (1) (01,..., ap) (2) (c). X and Y are independent N (41,02) and N (12,02), 0 = (141,42) and we observe Y-X (d). Xij, i = 1,....pj = 1,...,bare independent with Xij N (Hij, 02) where tij = v +di+A;,0 = (01,...,Op. ...., , v,oº) and Po is the distribution of X11,..., X.pl (e). Same as (d) with (01,...,ap) and (A1,..., Ad) restricted to the sets where !_= 0 and )-14; = 0