Let X1,...,Xn be a random sample from a N(µ, 1)

Chapter 4, Problem 8E

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QUESTION:

Let \(X_{1}, \ldots, X_{n}\) be a random sample from a N(μ, 1) population. Find the MLE of μ.

Equation transcription:

Text transcription:

X_{1}, \ldots, X_{n}

Questions & Answers

QUESTION:

Let \(X_{1}, \ldots, X_{n}\) be a random sample from a N(μ, 1) population. Find the MLE of μ.

Equation transcription:

Text transcription:

X_{1}, \ldots, X_{n}

ANSWER:

Answer:

Step 1 of 2:

Let X follows Normal distribution with Probability density function

f(x) =

The claim is to find the Maximum likelihood function (MLE) of .


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