Show that the log of the likelihood function for estimating a2, based on observing S2 ~ Ï2x2v/v,

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Show that the log of the likelihood function for estimating a2, based on observing S2 ~ Ïƒ2x2v/v, can be written in the form

where K1, K2, and K3 are constants, not dependent on Ïƒ2. Relate the above log likelihood to the loss function discussed in Example 7.3.27. See Anderson (1984a) for a discussion of this relationship.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:26 AM

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Show that the log of the likelihood function for estimating a2, based on observing S2 ~ Ï2x2v/v,

Question:

log L(a*) = K- K, log K2 log + K3, %3D

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The pdf for Y Xv 2 is Thus the pdf for S 2 2 Yv is Thus th...View the full answer

Statistical Inference

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