Consider a regression problem in which, for each value x of a certain variable X, the random variable Y has the normal distribution with mean x and variance 2, where the values of and 2 are unknown Suppose that n independent pairs of observations (xi, Yi) are obtained Show that the M L E of is

Question: Consider a regression problem in which, for each value x of a certain variable X, the random variable Y has the normal distribution with mean

Consider a regression problem in which, for each value x of a certain variable X, the random variable Y has the normal with mean Î²x and variance Ïƒ2, where the values of Î² and Ïƒ2 are unknown. Suppose that n independent pairs of observations (xi, Yi) are obtained. Show that the M.L.E. of Î² is

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