Exercise 10.2 Let X be distributed as N(u, oz). The unknown parameters are u and of. (a) Find the log-likelihood function In (u, o2). (b) Take the first-order condition with respect to / and show that the solution for ji does not depend on o2. (c) Define the concentrated log-likelihood function In(u, oz). Take the first-order condition for o2 and find the MLE 62 for o2