Question: Livelihood estimator (d) 7 points possible (graded) Xi ~ N ( H, 0 ' ) , HER, 0' > 0, which means that each X1

Livelihood estimator

Livelihood estimator (d) 7 points possible (graded) Xi ~ N ( H,

(d) 7 points possible (graded) Xi ~ N ( H, 0 ' ) , HER, 0' > 0, which means that each X1 has density 1 exp V2702 202 Hint: Keep in mind that we consider of as the parameter, not 7. You may want to write 7 = " in your computation. (Enter barX_n for the sample average X, and bar(X_n^2) for the sample average of second moments XH .) Maximum likelihood estimator / = (Enter barX_n for the sample average X, and bar(X_n^2) for the sample average of second moments X, .) Maximum likelihood estimator of = Hint: One of the formulas for Fisher information will lead to a much shorter computation. (If the Fisher information is not defined, enter DNE for all boxes below.) [I (14, ?)1,1 = . [I (14, 2)12 = [I (16, 02 )12,1 = Using the Fisher Information you obtain above, what is the asymptotic variance V (') of the MLE o? ?Compare this with your result from Homework 5 Problem 3. V (o' ) =

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