Show that the log of the likelihood function for estimating a2, based on observing S2 ~ Ï2x2v/v,

Show that the log of the likelihood function for estimating a2, based on observing S2 ~ σ2x2v/v, can be written in the form

where K1, K2, and K3 are constants, not dependent on σ2. Relate the above log likelihood to the loss function discussed in Example 7.3.27. See Anderson (1984a) for a discussion of this relationship.

Transcribed Image Text:

log L(a*) = K- K, log K2 log + K3, %3D