Let be normal distributed with mean and common variance . i = 1,...,a ; j = 1,...,b;k = 1,...,c

Find the variance of

where n = abc. Then I would multiply it by 'a' to find Have I made a mistake somewhere?

Printable View

- March 25th 2010, 04:16 PMstatmajorVariance of an Addative Model
Let be normal distributed with mean and common variance . i = 1,...,a ; j = 1,...,b;k = 1,...,c

Find the variance of

where n = abc. Then I would multiply it by 'a' to find Have I made a mistake somewhere? - March 25th 2010, 10:21 PMmatheagle
- March 26th 2010, 01:40 PMstatmajor
I calculated , and not , so I'll need to sum up from i= 1,...,a to get

- March 26th 2010, 02:16 PMRandom Variable
Are the observations independent?

If they are, then