2. Consider a random sample X1,..., Xn from a normal distribution with known mean 0 and unknown variance 0 = o? (a) Write the likelihood and log-likelihood function (b) Derive the maximum likelihood estimator for 0 (c) Show that the Fisher information matrix is I(0) = , (d) What is the variance of the maximum likelihood estimator for 0? Does it attain the Cramer-Rao lower bound?

2. Consider a random sample X1,..., Xn from a normal distribution with known mean 0 and unknown variance 0 = o? (a) Write the likelihood and log-likelihood function (b) Derive the maximum likelihood estimator for 0 (c) Show that the Fisher information matrix is I(0) = , (d) What is the variance of the maximum likelihood estimator for 0? Does it attain the Cramer-Rao lower bound?

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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