Question: 9.82 Consider the lognormal distribution with the density function given in Section 6.9. Suppose we have a random sample x1, x2 , . . .
9.82 Consider the lognormal distribution with the density function given in Section 6.9. Suppose we have a random sample x1, x2 , . . . , xn from a lognormal distribution.
(a) Write out the likelihood function.
(b) Develop the maximum likelihood estimators of μ
and σ2 .
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