Question

Let X1, . . . , Xn be i.i.d. from N(µ1, σ2 ), and Y1, ....

Let X1, . . . , Xn be i.i.d. from N(µ1, σ2 ), and Y1, . . . , Ym be i.i.d. from N(µ2, σ2 ). If the two samples are independent, find the maximum likelihood estimates for µ1, µ2, and the common variance σ 2 .

0 0
Add a comment Improve this question Transcribed image text
Answer #1

It is given that and

The joint likelihood is

The loglikelihood is

Taking partial derivatives and equating to 0,

Similarly,

Add a comment
Know the answer?
Add Answer to:
Let X1, . . . , Xn be i.i.d. from N(µ1, σ2 ), and Y1, ....
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT