Question: 12.5.15 Let XI,. . . , X, be a random sample from N( p , a') distribution, p is known. Find the MLE of a:
12.5.15 Let XI,. . . , X, be a random sample from N( p , a') distribution, p is known.
Find the MLE of a: (i) Directly. (ii) First finding the MLE of variance a2 and then using the invariance property.
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