Problem

Suppose that X1, X2, . . . , Xn are i.i.d. N(μ, σ2). a. If μ is known, what is the...

Suppose that X1, X2, . . . , Xn are i.i.d. N(μ, σ2).

a. If μ is known, what is the mle of σ?

b. If σ is known, what is the mle of μ?

c. In the case above (σ known), does any other unbiased estimate of μ have smaller variance?

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