Question 1: Random variable X follows a normal distribution with mean 0 and variance o2 - X ~N(0, 62). (15 pts) a. Let's assume Y
Question 1: Random variable X follows a normal distribution with mean 0 and variance o2 - X ~N(0, 62). (15 pts) a. Let's assume Y = [X|. Find the pdf of Y. (5 pts) b. Find the mean and variance of Y. (5 pts) c. Let's assume we observe N samples from Y - in other words, rather than observing X, we observe its absolute values. Given y1, y2,..., yN, find MLE of o2. (5 pts)
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