Question: Suppose that X1, . . . , Xn form a random sample from a normal distribution for which both the mean and the variance are

Suppose that X1, . . . , Xn form a random sample from a normal for which both the mean and the variance are unknown. Find the M.L.E. of the 0.95 quantile of the that is, of the point θ such that Pr(X < θ) = 0.95.

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