Question: 13 . Let ( X1, X 21 ) , 2 = 1 . .... ~, be iid random vectors from a bivariate normal distribution with

 13 . Let ( X1, X 21 ) , 2 =

13 . Let ( X1, X 21 ) , 2 = 1 . .... ~, be iid random vectors from a bivariate normal distribution with mean vector ( 1 1 . 12 ) , variances of , of and covariance 9 12 . ( a ) Write down the likelihood function :" ( b) Derive the maximum likelihood estimates of the five parameters , 1 1 , 12 , 01 , 02 , 012

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