- Problem 8 Which Of The Following Parametrizations Are Identifiable Prove Or Disprove A X1 X Are Independen 1 (25.31 KiB) Viewed 506 times
Problem 8. Which of the following parametrizations are identifiable? (Prove or disprove.) (a). X1,..., X, are independent with X; N(; +0,0%) 0 = (01.02,...,ap, V, 02) (1) and Po is the distribution of X = (X1, +, X) (b). Same as (a) with a = (1, ... ,(p) restricted to {..):ģa- Σο} (2) (c). X and Y are independent N (o?) and N (12,0%),0 = (1/2) and we observe Y-X (a). Xvi = 1,...) = 1,..., bare independent with Xu No) where pij = 1 + i + 2;,0 = (1, ...,1,..., ., va?) and Po is the distribution of X11....X (e). Same as (d) with (01...., ap) and (.....) restricted to the sets where !_104 = 0 and 11; = 0