We consider problems in finite-sample inference with two-step, monotone incomplete data drawn from Nd(μ,Σ), a multivariate normal population with mean μ and covariance matrix Σ. We derive stochastic representations for the distributions of μ̂ and Σ̂, the maximum likelihood estimators of μ and Σ, respectively. Under the assumption that Σ is block-diagonal when partitioned according to the two-step...