Question: Let X be one observation from a N(0, 2 ) distribution. a. Find an unbiased estimator of 2 . b. Find the log likelihood,

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)), usingfx(x;o2) = 1 -exp 2 { x2 20

as the PDF.

c. Find the Maximum Likelihood Estimate (MLE) for the standard deviation σ, ^σML.

fx(x;o2) = 1 -exp 2 { x2 20

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