Hsu's theorem in variance component models
نویسندگان
چکیده
منابع مشابه
F. Variance Component Models
2. In the context of a balanced one-way random effect model where the εij’s are N = nk i.i.d. N(0, σ), εij − εi. and εi′. − ε.. are independent for all choices of i, j, and i′. Proof: It suffices to show that cov(εij − εi., εi′.− ε..) = 0 for all i, i′, and j due to normality. case 1 : i = i′. cov(εij − εi., εi. − ε..) = cov(εij, εi.) − cov(εij, ε..) − cov(εi., εi.) + cov(εi., ε..) = σ/n− σ/nk ...
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ژورنال
عنوان ژورنال: Banach Center Publications
سال: 1980
ISSN: 0137-6934,1730-6299
DOI: 10.4064/-6-1-95-107