Solution Found!
Let X1,..., Xn be a random sample from a N(0, ?2)
Chapter 4, Problem 9E(choose chapter or problem)
QUESTION:
Let \(X_{1}, \ldots, X_{n}\) be a random sample from a \(N\left(0, \sigma^{2}\right)) population. Find the MLE of σ.
Equation transcription:
Text transcription:
X_{1}, \ldots, X_{n}
N\left(0, \sigma^{2}\right)
Questions & Answers
QUESTION:
Let \(X_{1}, \ldots, X_{n}\) be a random sample from a \(N\left(0, \sigma^{2}\right)) population. Find the MLE of σ.
Equation transcription:
Text transcription:
X_{1}, \ldots, X_{n}
N\left(0, \sigma^{2}\right)
ANSWER:
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:) =
(