Q9. Let X1, X2, ..., Xn be an independent random sample, where Xi ~ N(Mi, oz) for į = 1, 2, = :,n. Suppose that n= 2m (m

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Q9 Let X1 X2 Xn Be An Independent Random Sample Where Xi N Mi Oz For I 1 2 N Suppose That N 2m M 1 (57.72 KiB) Viewed 14 times

Q9. Let X1, X2, ..., Xn be an independent random sample, where Xi ~ N(Mi, oz) for į = 1, 2, = :,n. Suppose that n= 2m (m > 2) is an even number, the value of oi (for : 1, 2, ..., n) is known, and Mi = U2 = = = - lm = = = $1, Mm+1 = Mm+2 =... = Min = $2. (i) Find MLEs of sį and s2; (10 marks) (ii) If oz m = 2 show both MLEs of si and s2 are consistent. (10 marks)