16. Suppose (x1, a2, ., a,) is a random sample from a normal distribution. (a) Given that E(X,) = i0 and V ar(X,) = o², show that the least squares and the maximum likelihood estimators of 0 are the same. Hence find the maximum likelihood estimator of o. (b) Find the maximum likelihood estimator of 0 if, i. a, n N(0, 1) ii. x N(0,6) iii. a, - N(0,0) %24

16. Suppose (x1, a2, ., a,) is a random sample from a normal distribution. (a) Given that E(X,) = i0 and V ar(X,) = o², show that the least squares and the maximum likelihood estimators of 0 are the same. Hence find the maximum likelihood estimator of o. (b) Find the maximum likelihood estimator of 0 if, i. a, n N(0, 1) ii. x N(0,6) iii. a, - N(0,0) %24

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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