3.10. (Sec. 3.2) Estimation of l: when jl. is known. Show that if XI' XN constitute a...
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3.10. (Sec. 3.2) Estimation of l: when jl. is known. Show that if XI"'" XN constitute a sample from N(jl., l:) and jl. is known, then (l/N)r.~_I(Xa - jl.XXa - jl.)' is the maximum likelihood estimator of l:.
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An Introduction To Multivariate Statistical Analysis
ISBN: 9780471360919
3rd Edition
Authors: Theodore W. Anderson
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