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Advanced Statistics: Describe the general process for computing maximum likelihood estimates. Are there ever cases where there is ambiguity regarding the correct MLE? Q: =C

Advanced Statistics:

Describe the general process for computing maximum likelihood estimates. Are there ever cases where there is ambiguity regarding the correct MLE?

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=C (2 points) Let X1, ..., Xn be iid normal RVs with distribution N(u,02). What is the distribution of S =c+1=1 Xn, where c is a constant? If the X are not normal but are independent with means u and variance o>, what can be said about the distribution of S? =C (2 points) Let X1, ..., Xn be iid normal RVs with distribution N(u,02). What is the distribution of S =c+1=1 Xn, where c is a constant? If the X are not normal but are independent with means u and variance o>, what can be said about the distribution of S

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