(b) Assume that Y₁, Y₂, ..., Yn are independent normal random variables with mean μ = B₁ + B₁x₂ and variance o². The probability density function of Y; is given by 1 {vi-(BO+B₁²₁)}² 9(Yi; Bo, B₁, 0²) = 20² V2πσ2 Prove that the values of the maximum likelihood estimates are Bo=y-B₁, Sty B₁ Σ₁₁ (xi — T) (Yi — Y) Σ=1(vi - π)2 STT and ¹ Σ(Yi - (Bo + B₁x₂)². n i=1 = =
(b) Assume that Y₁, Y₂, ..., Yn are independent normal random variables with mean μ = B₁ + B₁x₂ and variance o². The probability density function of Y; is given by 1 {vi-(BO+B₁²₁)}² 9(Yi; Bo, B₁, 0²) = 20² V2πσ2 Prove that the values of the maximum likelihood estimates are Bo=y-B₁, Sty B₁ Σ₁₁ (xi — T) (Yi — Y) Σ=1(vi - π)2 STT and ¹ Σ(Yi - (Bo + B₁x₂)². n i=1 = =
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![(b) Assume that Y₁, Y2, ..., Yn are independent normal random variables with mean
μ = Bo + ₁x₂ and variance o2. The probability density function of Y, is given by
1
9(Yi; Bo, B₁,0²)
{yi-(³0+3₁x₁)}²
202
=
12πσ2
Prove that the values of the maximum likelihood estimates are
Bo=y-B₁,
Σ₁ (xi-T) (Yi - y)
Σi-1
Sty
B₁
Σ=1(x; - π)2
STE
and
n
Σ(Yi − (Âo + Â₁x;)².
n
i=1
=
=
=](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F09bbdd7d-a5f9-436c-973a-78e5eef6493e%2F7302aafb-6e7a-432a-8bfa-f34b776fb43a%2F0jkl9k_processed.png&w=3840&q=75)
Transcribed Image Text:(b) Assume that Y₁, Y2, ..., Yn are independent normal random variables with mean
μ = Bo + ₁x₂ and variance o2. The probability density function of Y, is given by
1
9(Yi; Bo, B₁,0²)
{yi-(³0+3₁x₁)}²
202
=
12πσ2
Prove that the values of the maximum likelihood estimates are
Bo=y-B₁,
Σ₁ (xi-T) (Yi - y)
Σi-1
Sty
B₁
Σ=1(x; - π)2
STE
and
n
Σ(Yi − (Âo + Â₁x;)².
n
i=1
=
=
=
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