Consider the general linear model in which the observations Y1, . . . , Yn are independent and have normal distributions with the same variance σ2 and in which E(Yi) is given by Eq. (11.5.1). Let the matrix (ZZ)ˆ’1 be defined by Eq. (11.5.19). For all values of i and j such that i ‰  j, let the random variable Aij be defined as follows:

Show that and explain why are therefore independent.

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A与=房-