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Asked Feb 13, 2020
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1E(X; – Xn)². Prove
1. Let X1,..., Xm,... - iid N(u, T) and consider the MLE în
that î, is a consistent estimator for 7.
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1E(X; – Xn)². Prove 1. Let X1,..., Xm,... - iid N(u, T) and consider the MLE în that î, is a consistent estimator for 7.

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Expert Answer

Step 1

Given

X1, X2, … Xn iid N(µ, τ)

Given MLE

Statistics homework question answer, step 1, image 1

Step 2

We also know that if ,

Statistics homework question answer, step 2, image 1

Step 3

From equation 1

Statistics homework question answer, step 3, image 1

From equation 2

Statistics homework question answer, step 3, image 2

Now from above results

Statistics homework question answer, step 3, image 3

 

 

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