Let X 1 ,X 2 , . . . , X n be a random sample from
Question:
Let X1,X2, . . . , Xn be a random sample from a N(θ, σ2) distribution, where σ2 is fixed but −∞ < θ < ∞.
(a) Show that the mle of θ is ‾X.
(b) If θ is restricted by 0 ≤ θ < ∞, show that the mle of θ is ^θ = max{0,‾X}.
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a We start by using the fact that for a random sample X there exists an mle of X called the maximum ...View the full answer
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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