Abstract

It is assumed in this paper that the data on the first s and the last q components of an ( s + r + p + q)-dimensional normal random vector are missing for M observation vectors while no components are missing for N other independent observation vectors. Explicit expressions for the maximum likelihood estimators of all the parameters of the multinormal random vector are given and the likelihood ratio statistic to test the independence between the first s + r and the last p + q components is obtained.

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