Question: Suppose that the vectors (X1, Y1), (X2, Y2), . . . ,(Xn, Yn) form a random sample of two-dimensional vectors from a bivariate normal distribution

Suppose that the vectors (X1, Y1), (X2, Y2), . . . ,(Xn, Yn) form a random sample of two-dimensional vectors from a bivariate normal distribution for which the means, the variances, and the correlation are unknown. Show that the following five statistics are jointly sufficient:

, . , , and X.. iLi=1 i3D1 . -i=1

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The joint pdf of the vectors X i Y i for i 1 n was given in Eq 5102 The following relati... View full answer

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