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Let Y1,,Yn be i.i.d. random variables with YiN(,). Instead of using the Y we decided to use the
following vector: U(n11)=Y1YY2YYn1Y. Find the MLE for 2 based on U. Is it unbiased
estimator of 2? Compare this MLE with the MLE of 2 when the entire sample size is used.

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Let Y1,�,Yn be i.i.d. random variables with YiN(,). Instead of using .pdf

  • 1. Let Y1,,Yn be i.i.d. random variables with YiN(,). Instead of using the Y we decided to use the following vector: U(n11)=Y1YY2YYn1Y. Find the MLE for 2 based on U. Is it unbiased estimator of 2? Compare this MLE with the MLE of 2 when the entire sample size is used.