Question: Suppose that a random variable x is assumed to be normally distributed with (unknown) mean m and variance 2 so that its probability density function

Suppose that a random variable x is assumed to be normally distributed with (unknown) mean m and variance Ïƒ2 so that its probability density function is

The probability (likelihood) of a sequence of independent observations (x1, x2, . . . , xT) for given parameters m and Ïƒ2 is given by their joint Distribution

f(x) -exp (-- 2 ! !

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