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Let us consider measuring a scalar parameter with an observation model Zk = 0 + Vk, k = 1,. K where v are independent,

Let us consider measuring a scalar parameter with an observation model Zk = 0 + Vk, k = 1,. K where v are independent, Gaussian distributed random variables with = 0 and = 0, V k. Derive the maximum likelihood estimate of the variance . Vk

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