Let (X1, Y1),..., (Xn, Yn) be iid bivariate normal random variables (pairs) where all five parameters are
Question:
a. Show that the method of moments estimators for μX, μY, Ï2Y, Ï are X =
b. Derive the MLEs of the unknown parameters and show that they are the same as the method of moments estimators. (One attack is to write the joint pdf as the product of a conditional and a marginal, that is, write
f(x, y|μX, μY, Ï2X, Ï2Y, Ï) = f(y|x, μX,μY,
Transcribed Image Text:
Ε 7,5% Σ y, ΗΣυ- Σε 6 Ξ 5)/ (6χoY).
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a The usual first two moment equations for X and Y are We also need an equation involving Solving th...View the full answer
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