Question: 4.3 Let Y1,...,YN be a random sample from the Normal distribution Yi N(log, 2 ) where 2 is known. Find the maximum likelihood

4.3 Let Y1,...,YN be a random sample from the Normal distribution Yi ∼

N(logβ,σ

2

) where σ

2 is known. Find the maximum likelihood estimator of β from first principles. Also verify Equations (4.18) and (4.25) in this case.

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