Question: 26. Let X;jk (i = 1, . . . , a; i - 1, ... , b; k = 1, . . . , m)

26. Let X;jk (i = 1, . . . , a; i - 1, ... , b; k = 1, . . . , m) be independently normally distributed with common variance a2 and mean E( X;jk) = II- + a; + Pj + Yk (La; = LPj = LYk = 0). Determine the linear hypothesis test for testing H: al = . . . = a Q = O

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