Consider the probability distribution function of a Normal distribution with mean ,u and variance a2. (a) Find the maximum likelihood estimator for u, treating 02
Consider the probability distribution function of a Normal distribution with mean ,u and variance a2. (a) Find the maximum likelihood estimator for u, treating 02 as a constant. (b) Substitute your solution of the mle for ,u and now nd the maximum likelihood estimator for a. (c) What do you notice in when comparing the mle of a to the sample standard deviation 5 as it is commonly used in practice
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