Exercise 9.2 Consider an i.i.d. sample of size n from a N(μ, o2) distributed random variable X. (a) Determine the maximum likelihood estimator for under the assumption that o² = 1. (b) Now determine the maximum likelihood estimator for μ for an arbitrary o².

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Exercise 9.2 Consider an i.i.d. sample of size n from a N(u, o²) distributed random
variable X.
(a) Determine the maximum likelihood estimator for under the assumption that
o² = 1.
(b) Now determine the maximum likelihood estimator for for an arbitrary o².
Transcribed Image Text:Exercise 9.2 Consider an i.i.d. sample of size n from a N(u, o²) distributed random variable X. (a) Determine the maximum likelihood estimator for under the assumption that o² = 1. (b) Now determine the maximum likelihood estimator for for an arbitrary o².
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