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1. Consider the MANOVA model, Y = BX+E, where E ～ Np,n(0, Σ, I)
(2 points)
a. Show that the maximum likelihood estimator of B and the pre
dicted value
ˆ
Y
follow a multivariate normal distribution and cal
culate their expected value and covariance matrices.
b. Show that the predicted values
ˆ
Y
and the residuals R are inde
pendent.

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关键词：Multivariate distribution multivariat Likelihood covariance

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