4.44. (Sec. 4.3) Let X' = (Xl' X2 , X(2)') have the distribution MII-,:n The conditional distribution of XI given X 2 = x2 and X(2) = X(2) is

Show C2 = a12 .3, . . , pla22 .3, ... ,p. [Hint: Solve for c in terms of c2 and the a's, and substitute.)

where N[ 141 + 2 ( x 2 2 ) + ' ( x (2) - l (2)), 11.2....p], 022 (2) Y 2) (73) - (20) (2) 22 The estimators of y2 and y are defined by a22 (2) a12 230-9 (2) Az = a (1)