Question: Consider the hierarchical model where 1 , ... , m , 2 i.i.d. normal ( , 2 ) y 1 , j , ... ,

Consider the hierarchical model where

1,...,m,2i.i.d.normal(,2)y1,j,...,ynj,jj,2i.i.d.normal(j,2)

compute the following

Var(yi,ji,2)

Var(yi,j,2)

Cov(yi1,j,i2,jj,2)

Cov(yi1,j,i2,j,2)

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