Exercise 9.10.4. For i = 1,2, 3, let yi N ( +(i2) , ), where
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Exercise 9.10.4. For i = 1,2, 3, let yi ∼ N (μ +(i−2)ξ ,Σ ), where Σ is known and y1, y2, and y3 are independent. Find the maximum likelihood estimates of μ
and ξ .
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