Question 3 Let Y be a single observation from a normal distribution with mean and variance 0², where 0 > 0. a) Find an estimator MLE of using the method of maximum likelihood estimation, and show that this estimator is the unique global maximizer of the likelihood (or equivalently the log-likelihood) function. b) Using the estimator MLE of obtained in part (a), find the maximum likelihood esti- mator of √√0 + 1. Please justify every step of your answer.

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Q: Hi could you explain part (a) in more detail? I don't understand what is going on.

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