Let (X_{1}, ldots, X_{n}) be a set of independent and identically distributed random variables from a (mathrm{N}(0,

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Let $X_{1}, \ldots, X_{n}$ be a set of independent and identically distributed random variables from a $\mathrm{N}(0, \theta)$ distribution.

a. Find the maximum likelihood estimator for $\theta$.

b. Determine whether the maximum likelihood estimator is consistent and asymptotically efficient.

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Introduction To Statistical Limit Theory

ISBN: 9780367383138

1st Edition

Authors: Alan M. Polansky

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Question Posted: Mar 15, 2024 11:01 PM

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Let (X_{1}, ldots, X_{n}) be a set of independent and identically distributed random variables from a (mathrm{N}(0,

Question:

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Introduction To Statistical Limit Theory

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