Question: Let X1, ...,Xn be a random sample from N(,2) distribution, is known. Find the MLE of : (i) Directly. (ii) First finding the MLE

Let X1, ...,Xn be a random sample from N(μ,σ2) distribution, μ is known. Find the MLE of σ: (i) Directly. (ii) First finding the MLE of variance σ2 and then using the invariance property.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Nonparametric Statistical Inference Questions!

Mathematics 341/686 Assignment 2 Due Oct 26, 2015 in Class 1. Let X1 , . . . , Xn be a random sample from N (, 1). Assume a uniform (0, ) prior distribution for . (a) Find the posterior distribution...

Let X1, . . . , Xn be a random sample from the following distribution P (X = 1) = P (X = 1) = , P (X = 0) = 1 2, where is unknown. (a) Show that Tn = n i=1 |Xi| is suicient statistic for (b) Find the...

Could you please show me how to calculate this with the poisson distribution? My first attempt was to multiply 0.8 and 1.2 by (n=2) because Xn is a sample mean, then calculate it using central limit...

Let X1,..., Xn be a random sample from the Poisson distribution with unknown mean . The uniformly minimum variance unbiased estimator (UMVUE) of exp() is known to be [(n 1)/n] Tn , where Tn = n i=1...

Let X1, ...,Xn be a random sample from a POI() distribution. (i) Using Jeffreys prior, find the posterior distribution for . (ii) Obtain the 95% credible interval for . (iii) Obtain the HDP 95%...

I am looking for help for ONLY part A and B. See image of question. Please also see second image. Those were hints given to help with a and b. Thank you so much!!!! 3. Let X1, . .. , Xn are iid...

Any help here would be great thank you!!!!! 3. Let X1, . .. , Xn are iid random sample from a Normal distribuition with mean / amd variance o'. Let S = , Et(Xi - X). Complete the following: (a) Let U...

Please see question below: a and b only Let X1, . .. . Xn are iid random sample from a Normal distribuition with mean / amd variance o'. Let S = Et(Xi - X). Complete the following: (a) Let U = En (X,...

I need help with finding the MLE as well as part ii and iii please Let X1, . .., Xn be a random sample from a distribution with probability density func- tion 1 fx (2; a) (k-1),akxk-le ar for x > 0...

q1: Train a variational autoencoder on any image dataset, then use the decoder to generate fake images. Discuss your results after running the model. q2: (1, 2, 3) 1. Let X1, X2, .., X_be a random...

If a government finances an increase in its expenditures by selling bonds to the public, then the aggregate demand curve will: A. not shift. B. shift out more if crowding out occurs. C. shift out but...

Indicate how the following transaction is entered into the U.S. balance of payments with double-entry bookkeeping: A foreign investor purchases $400 of U.S. treasury bills and pays by drawing down...

Question 1 0 : Which point is true regarding Form W - 2 ? Answer: A . It must be provided to the employee by January 3 1 of the following year. B . Form W - 2 provides the arrual earnirgs fluare for...

What do you think is your strongest component of cultural intelligence? Your weakest? How would you go about shoring up your weaknesses?