The maximum likelihood estimator of the mean m of a normal distribution is the sample mean .

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The maximum likelihood estimator of the mean m of a normal distribution is the sample mean . Consider the model E(y) = μ. Show that the least-squares estimator of μ is also y̅. Minimize SSE = Σ(yi - µ̂ )2 with respect to µ̂.

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Statistics For Engineering And The Sciences

ISBN: 9781498728850

6th Edition

Authors: William M. Mendenhall, Terry L. Sincich

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