Question: Let X = ( X l,...,Xp)' be a random /7-vector, normally distributed with mean p, = (p ,!,...,^ )' and covariance matrix I (identity matrix).

Let X = ( X l,...,Xp)' be a random /7-vector, normally distributed with mean p, = (p ,!,...,^ )' and covariance matrix I (identity matrix). Let X a = (Xal,...,Xapy , a = 1, ,7V, be a random sample of size N from this distribution. Show that X = X J N is a complete sufficient statistic for |x.

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