Let X1, . . . , Xn be a sample from a normal , 2

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QUESTION:

Let X1, . . . , Xn be a sample from a normal , 2 population. Determine the maximum likelihood estimator of 2 when is known. What is the expected value of this estimator?

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QUESTION:

Let X1, . . . , Xn be a sample from a normal , 2 population. Determine the maximum likelihood estimator of 2 when is known. What is the expected value of this estimator?

ANSWER:

Step 1 of 5

Given:

The density function is following:

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