) Show that = ₁₁X₁ is the maximum likelihood estimator of the parameter 0. Zi=1

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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b) Suppose that a sequence of mutually independent and identically distributed continuous
random variables X₁, X2, X3,..., Xn has the probability density function
1
√2π
0
n
f(x; 0) = -
e
(x-0)²
2 for
0 < x <∞
elsewhere
ii) Show that = ₁X₁ is the maximum likelihood estimator of the parameter 0.
i=1
Transcribed Image Text:b) Suppose that a sequence of mutually independent and identically distributed continuous random variables X₁, X2, X3,..., Xn has the probability density function 1 √2π 0 n f(x; 0) = - e (x-0)² 2 for 0 < x <∞ elsewhere ii) Show that = ₁X₁ is the maximum likelihood estimator of the parameter 0. i=1
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