Question: Problem 7.60 It is sometimes necessary, e.g., in likelihood ratio tests, to compute the max[1]imum value of the likelihood function L(x|). In particular, with reference
Problem 7.60 It is sometimes necessary, e.g., in likelihood ratio tests, to compute the max[1]imum value of the likelihood function L(x|ˆθ). In particular, with reference to the likelihood function displayed in Equation 7.62 show that L(x|µ, ˆ σˆ2) = (ˆσ √ 2π) −ne−n/2.
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