Let X1,..., Xn be a random sample from a N(0, σ2) population. Find the MLE of σ.
Step 1 of 1:
Let X follows Normal distribution with Probability density function
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()...