Question: 12. (5%) Let X1, . . . ,Xn be a random sample from a normal distribution with parameters 01 and 02, Le, X ~ N(91,62).

12. (5%) Let X1, . . . ,Xn be a random sample from a normal distribution with parameters 01 and 02, Le, X ~ N(91,62). If you compute the maximum likelihood estimators of 61 and 92, What would you expect to obtain? (a) 01' = 0 and 6'2\" = 1. (b) 91' = ,u, and 0; = 02. (c) 91' = ,u and 0; = (IA/H. (d) 91' = ,u, and 0; = 02/11
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