Let X1, X2, ..., Xn be a random sample from the population N(Ha,02) and Y1,Y2,..., Ym a random sample from the population N(uy, o2), where both means (ug and uy) are assumed known. Note that the two distributions have a common variance of o2.

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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3. Let X1, X2, ..., Xn be a random sample from the population N(u, o²) and Y1, Y2,...,Ym a random
sample from the population N(uy, o²), where both means (ua and uy) are assumed known. Note that
the two distributions have a common variance of o?.
(a) If the X's and Y's are independent, show that the MLE for the common variance is:
E(Xi - Ha)² +E(Y; - Hy)²
n + m
(b) Is the MLE found above unbiased for o??
Transcribed Image Text:3. Let X1, X2, ..., Xn be a random sample from the population N(u, o²) and Y1, Y2,...,Ym a random sample from the population N(uy, o²), where both means (ua and uy) are assumed known. Note that the two distributions have a common variance of o?. (a) If the X's and Y's are independent, show that the MLE for the common variance is: E(Xi - Ha)² +E(Y; - Hy)² n + m (b) Is the MLE found above unbiased for o??
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