Question: Consider again the situation described in Exercise 24. This time, suppose that, for reasons unrelated to the values of the parameters, we cannot observe the

Consider again the situation described in Exercise 24. This time, suppose that, for reasons unrelated to the values of the parameters, we cannot observe the values of Yn−k+1, . . . , Yn. That is, we will be able to observe all of X1, . . . , Xn and Y1, . . . , Yn−k, but not the last k Y values. Using the hint given in Exercise 24, find the M.L.E.’s of μ1, μ2, σ21, σ22 , and ρ.

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