Let X be one observation from a N(0, 2 ) distribution. a. Find an unbiased estimator of
Question:
Let X be one observation from a N(0,σ2) distribution.
a. Find an unbiased estimator of σ2.
b. Find the log likelihood, log(L(x;σ2)), using
as the PDF.
c. Find the Maximum Likelihood Estimate (MLE) for the standard deviation σ, ^σML.
Transcribed Image Text:
fx(x;o2) = 1 -exp 2по { x2 20²
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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