12. Suppose (1, 2, ..., n) is a random sample from a normal distribution, find the absolute efficiency of the maximum likelihood estimator of 0 if, x; ~ N(0, 1).

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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12. Suppose (1, 2, ..., n) is a random sample from
...,n) is a random sample from a normal distribution, find the absolute efficiency
of the maximum likelihood estimator of 0 if, x; ~ ~ N(0, 1).
Transcribed Image Text:12. Suppose (1, 2, ..., n) is a random sample from ...,n) is a random sample from a normal distribution, find the absolute efficiency of the maximum likelihood estimator of 0 if, x; ~ ~ N(0, 1).
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