Question: 11.7 Prove the statement before Eq. (11.9) that complete-data ML estimates of are obtained from C by simple averaging. (Hint: Consider the covariance matrix

11.7 Prove the statement before Eq. (11.9) that complete-data ML estimates of Σ are obtained from C by simple averaging. (Hint: Consider the covariance matrix of the four variables U1 = Y1 +Y2 +Y3 +Y4, U2 = Y1 −Y2 +Y3 −Y4, U3 = Y1 −Y3, and U4 = Y2 −Y4.)

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