Vector and integral forms of likelihood function Show that the likelihood function lk N 2

Vector and integral forms of likelihood function Show that the likelihood function lðkÞ ¼

N 2

lnðpN0Þ

2 N0 XN i¼1

ðxi
skiÞ2 can be written in the form lkðxÞ ¼

2 N0 Z T 0

xðtÞskðtÞdt

1 N0 Z T 0

s2 kðtÞdt: