Let Y 1 < Y 2 < < Y n be the order statistics

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Let Y1 < Y2 < · · · < Yn be the order statistics of a random sample from the normal distribution N(θ1, θ2), −∞ < θ1 < ∞, 0 < θ2 < ∞. Show that the joint complete sufficient statistics ‾X = ‾Y and S2 for θ1 and θ2 are independent of each of (Yn − ‾Y )/S and (Y− Y1)/S.

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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