Tuesday, 27 June 2017

Suppose that X1, ... , Xn are normal with mean µ1; Y1, ... , Yn are normal with mean µ2; and W1, ... , Wn are normal with mean µ1 + µ2. Assuming that all 3n random variables are independent with a common variance, find the maximum likelihood estimators of µ1 and µ2.

Suppose that X1, ... , Xn are normal with mean µ1; Y1, ... , Yn are normal with mean µ2; and W1, ... , Wn are normal with mean µ1 + µ2.
Assuming that all 3n random variables are independent with a common variance, find the maximum likelihood estimators of µ1 and µ2.

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