1. Y_iis a normal random variable with meanβ_0 +β_1 X_i1 +β_2 X_i2 +•••+ β_p X_ip and variance σ^2 ; 2. Y_i are independent of each other. The covariance between Y_i and Y_j is zero for i ≠j. The joint probability density function of Y_1,...,Y_n is
1. Y_iis a normal random variable with meanβ_0 +β_1 X_i1 +β_2 X_i2 +•••+ β_p X_ip and variance σ^2 ;2. Y_i are independent of each other.The covariance between Y_i and Y_j is zero for i ≠j. The joint probability density function of Y_1,...,Y_n is