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4. Suppose {Y1,Y2,Yn} are independent r.v.'s with YiN(+xi,2), where xi 's are known constants.
Show that the M.L.E's of ,, and 2 are given by 2=yx=i=1n(xix)2i=1n(xix)(yiy)=ni=1n(yixi)2
where x=n1i=1nxi and y=n1i=1nyi.

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  • 1. 4. Suppose {Y1,Y2,Yn} are independent r.v.'s with YiN(+xi,2), where xi 's are known constants. Show that the M.L.E's of ,, and 2 are given by 2=yx=i=1n(xix)2i=1n(xix)(yiy)=ni=1n(yixi)2 where x=n1i=1nxi and y=n1i=1nyi.