Let X1, ..., Xn be a random sample (i.i.d.) from a normal distribution with parameters µ,...

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Let X1, ..., Xn be a random sample (i.i.d.) from a normal distribution with parameters µ,...

Let X1, ..., Xn be a random sample (i.i.d.) from a normal distribution with parameters µ, σ2 . (a) Find the maximum likelihood estimation of µ and σ 2 . (b) Compare your mle of µ and σ 2 with sample mean and sample variance. Are they the same?

math Statistics-And-Probability

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Sample men Her MLE MLA MLE S2 MLIE

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