Question
Let Y be normally distributed with mean and variance ^2. a. Let =+(^2/2) Find the maximum likelihood estimate for b.Assume the sample size n is
Let Y be normally distributed with mean and variance ^2.
a. Let =+(^2/2) Find the maximum likelihood estimate for
b.Assume the sample size n is large, obtain an asymptotic 95% condence interval for
c.Let X = e^Y and X is distributed as lognormal with mean x = e^ . Based on the result in part (b), obtain an asymptotic 95% confidence interval for X.
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Linear Algebra A Modern Introduction
Authors: David Poole
4th edition
1285463242, 978-1285982830, 1285982835, 978-1285463247
