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# Let X1,..., Xn be a random sample from a N(µ, ?2) ISBN: 9780073401331 38

## Solution for problem 10E Chapter 4.9

Statistics for Engineers and Scientists | 4th Edition

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Problem 10E

Let X1,..., Xn be a random sample from a N(µ, σ2) population. Find the MLEs of µ and of σ. (Hint: The likelihood function is a function of two parameters, µ and σ. Compute partial derivatives with respect to µ and σ and set them equal to 0 to find the values and that maximize the likelihood function.)

Step-by-Step Solution:

Step 1 of 1:

Let be a random sample from a normal distribution with mean and .

The density for X is

f(x)= Our goal is:

We need to find the maximum likelihood estimator of mean and variance .

Now we have to find the maximum likelihood estimator of mean and variance .

Here the likelihood function for the sample is

L( , )=  =  = We are applying the logarithm likelihood function is

Ln L( , )=-nln .

We compute the first partial derivatives with respect to mean and variance and we set equal to 0.

Then, = Here  =  = 0

Then, = Step 2 of 3

Step 3 of 3

##### ISBN: 9780073401331

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

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