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Please help me with this:
Let x denote a single observation of a normal random variable, with mean=0 and unknown
variance 2. Derive the maximum likelihood estimate for .
Solution
Given X~N(0,2), then L=(1/((2pie)))(exp((-x^2)/(2*2)))=>logL=((-1/2)*log(2pie))-((1/2)*log2)-
((1/(22))*(x2)), then the likelihood equation for estimate is dlogL/d=0,=>^=(x2).

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  • 1. Please help me with this: Let x denote a single observation of a normal random variable, with mean=0 and unknown variance 2. Derive the maximum likelihood estimate for . Solution Given X~N(0,2), then L=(1/((2pie)))(exp((-x^2)/(2*2)))=>logL=((-1/2)*log(2pie))-((1/2)*log2)- ((1/(22))*(x2)), then the likelihood equation for estimate is dlogL/d=0,=>^=(x2).