Let X1, X2, ..., X, be a random sample from a population r.v. X ~ N(0,0²), with o to be known. Show that T = )`X; is a sufficient statistic. Find the distribution of T and an MLE for 0. i=1

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Let X1, X2, ..., Xn be a random sample from a population r.v. X
N(0, 02), with ơ to be known.
n
Show that T =
X; is a sufficient statistic. Find the distribution of T and an MLE for 0.
i=1
Transcribed Image Text:Let X1, X2, ..., Xn be a random sample from a population r.v. X N(0, 02), with ơ to be known. n Show that T = X; is a sufficient statistic. Find the distribution of T and an MLE for 0. i=1
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