Consider the simple Normal statistical model (Table 12.9). (a) Derive the MLEs of (, 2) and state

Consider the simple Normal statistical model (Table 12.9).

(a) Derive the MLEs of (μ, σ2) and state their sampling distributions.

(b) Derive the least-squares estimators of (μ, σ2) without the Normality assumption

[1] and their sampling distributions.

(c) Compare these estimators in terms of the optimal properties of (i) unbiasedness,

(ii) full efficiency, (iii) asymptotic Normality, and (iv) consistency.