Consider the lognormal distribution with the density function given in Section 6 9 Suppose we have a sample x , x 2 ,, , x n , from a lognormal distribution (a) Write out the likelihood function (b) Develop the maximum likelihood estimators of p and a2

Question: Consider the lognormal distribution with the density function given in Section 6.9. Suppose we have a sample x, x 2 ,,... , x n ,

Consider the lognormal distribution with the density function given in Section 6.9. Suppose we have a sample x\, x₂,,... , x_n, from a lognormal distribution.

(a) Write out the likelihood function.

(b) Develop the maximum likelihood estimators of p and a2.

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a The likelihood function is m Lx1Xn fx46 t1 i1 1 M 2n2 vi ... View full answer

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