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Linear Algebra: A Modern Introduction

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter4: Eigenvalues And Eigenvectors

Section4.6: Applications And The Perron-frobenius Theorem

Problem 25EQ

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Let X1, X2, Xn be a random sample of size n > 3 from a normal distribution
with unknown mean μ and known variance equal to 2.
Show that the maximum likelihood estimator of μ is = (1/n) Xt. Make
sure to verify that û maximizes the log-likelihood function.

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