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5.1.c Find the MOM estimator for o? Are the MOM estimator for o? and the MLE for o² the same?

5.1.c Find the MOM estimator for o? Are the MOM estimator for o? and the MLE for o² the same?

MATLAB: An Introduction with Applications
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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Part C

5.1.b Quickly find the MLE for o? by using your answer to the previous question and the invariance property of MLE's. 5.1.c Find the MOM estimator for o? Are the MOM estimator for o? and the MLE for o? the same?
Transcribed Image Text:5.1.b Quickly find the MLE for o? by using your answer to the previous question and the invariance property of MLE's. 5.1.c Find the MOM estimator for o? Are the MOM estimator for o? and the MLE for o? the same?
Question 5.1 Y,,Y2, .. Yn are n iid observations of Y-N(u = 0,0). µ is known to be zero and o is unknown. 5.1.a Find the MLE for o. Hint: the pdf is much simpler when u = 0
Transcribed Image Text:Question 5.1 Y,,Y2, .. Yn are n iid observations of Y-N(u = 0,0). µ is known to be zero and o is unknown. 5.1.a Find the MLE for o. Hint: the pdf is much simpler when u = 0
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