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Let X1,..., Xn be a random sample from a N(0, ?2)

Statistics for Engineers and Scientists | 4th Edition | ISBN: 9780073401331 | Authors: William Navidi ISBN: 9780073401331 38

Solution for problem 9E Chapter 4.9

Statistics for Engineers and Scientists | 4th Edition

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Statistics for Engineers and Scientists | 4th Edition | ISBN: 9780073401331 | Authors: William Navidi

Statistics for Engineers and Scientists | 4th Edition

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Problem 9E

Let X1,..., Xn be a random sample from a N(0, σ2) population. Find the MLE of σ.

Step-by-Step Solution:

Answer:

Step 1 of 1:

Let X follows Normal distribution with Probability density function

                                                   f(x) =

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

The likelihood function is

L(x:) = ()

Take log on both sides

Log L(x:) = Log()

                    = -log (2- n log()

Differentiate with respect to  and equate it to zero.

(-log (2- n log()...

Step 2 of 3

Chapter 4.9, Problem 9E is Solved
Step 3 of 3

Textbook: Statistics for Engineers and Scientists
Edition: 4
Author: William Navidi
ISBN: 9780073401331

The answer to “Let X1,..., Xn be a random sample from a N(0, ?2) population. Find the MLE of ?.” is broken down into a number of easy to follow steps, and 17 words. This full solution covers the following key subjects: Find, let, mle, population, random. This expansive textbook survival guide covers 153 chapters, and 2440 solutions. This textbook survival guide was created for the textbook: Statistics for Engineers and Scientists , edition: 4. Since the solution to 9E from 4.9 chapter was answered, more than 241 students have viewed the full step-by-step answer. Statistics for Engineers and Scientists was written by and is associated to the ISBN: 9780073401331. The full step-by-step solution to problem: 9E from chapter: 4.9 was answered by , our top Statistics solution expert on 06/28/17, 11:15AM.

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