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Chapter 6.2, Problem 23E

Let X represent the error in making a measurement of a physical characteristic or property (e.g., the boiling point of a particular liquid). It is often reasonable to assume that E(X) = 0 and that X has a normal distribution. Thus the pdf of any particular measurement error is

f ( x ;   θ ) = 1 2 π θ e x 2 / 2 θ  <  x  < 

(where we have used θ in place of σ2). Now suppose that n independent measurements are made, resulting in measurement errors X1 = x1, X2 = x2,..., Xn = xn. Obtain the mle of θ.

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Chapter 6 Solutions

Bundle: Probability and Statistics for Engineering and the Sciences, Loose-leaf Version, 9th + WebAssign Printed Access Card for Devore's Probability ... and the Sciences, 9th Edition, Single-Term

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