Solution Found!
Solution: Suppose that X1,...,Xn form a random sample from a
Chapter 7, Problem 6(choose chapter or problem)
QUESTION:
Suppose that X1,...,Xn form a random sample from a normal distribution for which both the mean and the variance are unknown. Find the M.L.E. of the 0.95 quantile of the distribution, that is, of the point such that Pr(X < ) = 0.95.
Questions & Answers
QUESTION:
Suppose that X1,...,Xn form a random sample from a normal distribution for which both the mean and the variance are unknown. Find the M.L.E. of the 0.95 quantile of the distribution, that is, of the point such that Pr(X < ) = 0.95.
ANSWER:Step 1 of 3
If is a function of and M.L.E of , then is an M.L.E of