Question: Write the explicit formula of the maximum likelihood estimator for the covariance matrix E e R* of the following probability density function p(r; 4,

Write the explicit formula of the maximum likelihood estimator for the covariance

Write the explicit formula of the maximum likelihood estimator for the covariance matrix E e R"*" of the following probability density function p(r; 4, E) xe 2 (3) given m independent and identically distributed samples z(1),...,z(m). Assume that the covariance E is diagonal, but the non-zero values can be all different from each other. Show all the steps of your calculations and justify them. Do not just write the final formula.

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