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Suppose X1, . . . , X,n are iid random vectors from NPQL, E) with 2 being known and positive denite. Our interest is to
Suppose X1, . . . , X,n are iid random vectors from NPQL, E) with 2 being known and positive denite. Our interest is to make inference on the unknown vector it. (a) Show that the loglikelihood function of u can be written in the following form: tum) : O.5n(}_{ 01124 (X p) + constant, where the constant does not depend on it. (b) Let [1 be the maximum likelihood estimator of [1,. Show that V501 _ #) N N390]! 2)\
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