Question: 25. Let XV;} ( i = 1, . .. , a; j = 1, . . . , b), v = 1, .. . ,

25. Let XV;} ( i = 1, . .. , a; j = 1, . . . , b), v = 1, .. . , n, be n independent vectors, each having an ab-variate normal distribution with covariance matrix and with means given by E(X,,;J = p. +

a, + {3j' La; = L{3j = O. (i) For testing the hypothesis H : al = '" = au = 0, give explicit expressions for the matrices Y and Z of (18) and the parameters '1/ = E(Y) being tested. (ii) Give an example of a situation for which the model of (i) might be appropriate.

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