Solution: Suppose that X1,...,Xn form a random sample from a

Chapter 7, Problem 6

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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.

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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

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