Question: please answer question three and bonus with specific steps. 3. Suppose that X1, X2, .. .An are independent normal variates with the same variance o',
please answer question three and bonus with specific steps.

3. Suppose that X1, X2, .. .An are independent normal variates with the same variance o', but with different means, X; ~ N(ubi, 02), for i = 1,2, .. .n where bi, b2, ...bn are known constants. (a) Find expressions for the MLE of / and o. You need not show the second derivative conditions. (b) Suppose that bi = b2 =... = bn. Find a simplified expression for the MLE of /. (c) Suppose that bi = b2 =. .. = bn = 1, and / is known. Find the MLE of o. Bonus Question: Suppose X ~ Xia), Y - X ~ X(5) ; Cov(X, Y) = 7. What is E(Y ) and Var(Y)? Does Y follow a Chi-squared distribution? Justify your answer. Hint: Cov(X, Y = W) = Cov(X, Y) = Cov(X, W), Cov(X, X) = Var(X)
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
