X1,...,Xn be iid N(mu,c(mu)^2) where c > 0 is known and mu > 0 What is...

Question

Question

X1,...,Xn be iid N(mu,c(mu)^2) where c > 0 is known and mu > 0

What is the MLE of mu for d/dμ L(mu|x), where L is the log-likelihood function.

math Statistics-And-Probability

Answer 1

Answer #1

given

X~

so

now

the likelihood function is given by

L=f(x1,x2,....,xn) =f(x1)*f(x2)*.....*f(xn)

now log-likelihood function is given by

now

so the solution of the above equation is given by

since

Answer 2

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