1.2 [20 marks] Let T1, 12, ...; IN be vectors stemmed from a normal distribution with unknown mean / and unknown convariance matrix E, that is 1 P( Ik; M, 2) = (2)D/ 2151/2 XP(-5 (TK - H) E-(XK - Al)) (2) where D is the dimension of vector Th (k = 1, ..., N). TASK 2: Derive the ML Estimate for / and E. Solution