the кеппооd estimat μl.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Transcribed Image Text:3.
Let X₁,..., Xn be a random sample from the normal N(μ, o²) distribution with mean µ
and known variance o². Recall that the probability density function (PDF) of N(µ, o²) is given by
fx (5:14,0²³) = √2/1072 Exp ((2-4)²),
(x
(x;
12πσ2
for -∞ < x <∞, μ E R, and σ > 0.
(a)
Write down the joint PDF of (X₁,.
2
Xn). Identify a sufficient statistic for µ.
Transcribed Image Text:(b)
Obtain the maximum likelihood estimator (MLE) μ of µ.
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