8.2 The hierarchical normal model
8.2.1 The model
is a vector of fixed, unknown parameters and that
is a vector of independent observations such that
Of course, the Xi could each be means of a number of observations.
For the moment, we shall suppose that is known, so, after a suitable normalization, we can suppose that .
It is useful to establish some notation for use later on, We shall consider a fixed origin
and we will write
for a vector of r elements all equal to unity.
We suppose that on the basis of our knowledge of the Xi we form estimates of the and write
In general, ...