Question: Vector and integral forms of likelihood function Show that the likelihood function lk N 2 lnpN0 2 N0 XN i1 xi

Vector and integral forms of likelihood function Show that the likelihood function lðkÞ ¼ 

N 2

lnðpN0Þ 

2 N0 XN i¼1

ðxi  skiÞ2 can be written in the form lkðxÞ ¼

2 N0 Z T 0

xðtÞskðtÞdt 

1 N0 Z T 0

s2 kðtÞdt:

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