The exponent is then:
(X-#-e) Lx (&-u-e) =
= a T -— ] A. d ^. T xL sufficre
(2-1) T ex (xu) (2-1) E x e estimatc
l
ft! . T
- * TOTO 4T
€ A x (X-u) +¢ LE say T T
Here we can write:
X-u * A(j - n)
and
Tol ,
€ = ZU T C t
using U.A-o we find that T =o and T =o
2
Further development gives:
Sat But Le al 21 wn
= Gn) A A (zn) = (5-7) ge ($-m)
and with (1.47)
Tog
tt
With these results the j-p.d.f. of x is:
f(x, X) =Clexp | 2 (y-n) Les (9-n) -i (t Et 5 |
'lt is possible to decompose C in two factors C; and C,
so that:
Il
^ T--1 A T.-1
fox T C, exp 16-0 LS 5-n | C, exp E t's |
14 731 tete
The j.p.d.f. of x can be written as the product of the j.p.d.f.
of the estimator $ and the j-p:d.f. of the variates t, the mis-
closures of the condition equations.