et X1, X2,..., Xn be a random sample of size n >3 from a normal distribution ith unknown mean μ and known variance equal to 2. Show that the maximum likelihood estimator of μ is ₁ = (1/n) Xt. Make sure to verify that û maximizes the log-likelihood function.

Linear Algebra: A Modern Introduction
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ISBN:9781285463247
Author:David Poole
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Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
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Let X1, X2, Xn be a random sample of size n > 3 from a normal distribution
with unknown mean μ and known variance equal to 2.
Show that the maximum likelihood estimator of μ is = (1/n) Xt. Make
sure to verify that û maximizes the log-likelihood function.
Transcribed Image Text:Let X1, X2, Xn be a random sample of size n > 3 from a normal distribution with unknown mean μ and known variance equal to 2. Show that the maximum likelihood estimator of μ is = (1/n) Xt. Make sure to verify that û maximizes the log-likelihood function.
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